Can someone teach me how to dash through the wall as Yasuo?

If you click on it he will attack. If that is not the case however then somewhere in your settings you have it set to automatically attack neutral monsters. I don't know how to fix that specifically but you can avoid the whole situation by disabling auto-attack altogether by going into settings -> game -> uncheck auto attack.

Auto-attack is really helpful though in some situations. But it's all preference so disable it if you must.

As for actually dashing through the wall that takes practice if you're doing it from the monster side. You have to line up perfectly and get as close as possible.