This is a terrific question to be asking as early as possible during your MBA education, and preferably well before you arrive on campus. We typically advise clients of The MBA Exchange to connect with alumni in their personal networks during the application process to gather valuable firsthand information about the schools, which will in turn help them to make informed applications and decisions.
Once you arrive on campus, understanding the structure and offerings of the alumni office (for Yale's, see http://som.yale.edu/yale-som-connect/alumni) is a vital first step. Concurrently, you'll want to connect with student organizations related to your desired post-MBA professional field, and to understand the role of alumni networking within them. You will be an alum for many more years than you'll be a student, so energy devoted to cultivating these relationships is always well placed!