I have a Yoga Pro 2. It doesn't work for me either, but you can get it to work if you install the Lenovo Transition driver. However Lenovo did not release a Windows 10 version of it and it is specifically listed as not supported, but it does seem to work. Lenovo said to uninstall it. Hopefully, they are working on it. I am not sure if installing the Windows 8.1 version of it will cause other problems.
Note: I did not install it on the released version of Window 10. I did install it on the preview versions and it did work. I assume it still would, but I didn't try it. I was hoping Lenovo was going to release something.