I use a 22 lr for yotes some times. It is not the best , but use what you have .
Yes shoot them in the lungs and try to hit it more than 1 time if possible .
Head shots are iffy some times unless it is from the side , 22 can bounce off the scull , then just below the ear hole.
If it comeing strait at you aim center chest below centerline.
I have even used a 22 semi auto pistol with good sucess .
A 12 gau with 1 1/4 or more of #6 will put a yote down out to 30 or so yds.
Like I said use what in your hand or handy.