Before you tokenise, you need to know the syntax. What are valid tokens? What (if any) white-space is allowed and when? If tokens do not have to be separated by white-space (eg is 12+456 legal as opposed to 12 + 456 where white-space is used as a delimiter) then often you tend to use a loop inspecting each char in turn and process as needed. If white-space is mandated then something as simple as thmm's code above might suffice. Are you just dealing with numbers, operators and brackets?
In terms of actual C++ code, there's loads of examples on the Internet so I won't include any code here. Do some research.
Why do you want to do this? As part of a course? For homework? For your own interest? What resources re parsing/expression evaluation etc are you currently using? Are you studying Shunting Yard specifically or infix expressions in general - as there are more than one way to evaluate an expression.