Yaw is not required in order for the aircraft to change heading EXCEPT when the wings are level.
You will need to understand why that's completely wrong before any comprehension of the aerodynamics of turning is possible.
See the earlier posts from John Farley and billiebob. Also, find a good book on the principles of flight that gives a vector diagram for a turn showing the relative contributions of pitching moment and yawing moment. All normal turns are a combination of pitching and yawing ... a bank angle is merely what enables these to occur (and if they didn't occur, the aeroplane would just slide sideways without turning).