Yoga is controlling the senses, will and mind
From Complete Works Volume VI, Notes of Class Talks and Lectures—
The Hindu concentrated on the internal world, upon the unseen realms in the Self, and developed the science of Yoga. Yoga is controlling the senses, will and mind. The benefit of its study is that we learn to control instead of being controlled. Mind seems to be layer on layer. Our real goal is to cross all these intervening strata of our being and find God. The end and aim of Yoga is to realise God. To do this we must go beyond relative knowledge, go beyond the sense-world. The world is awake to the senses, the children of the Lord are asleep on that plane. The world is asleep to the Eternal, the children of the Lord are awake in that realm. These are the sons of God. There is but one way to control the senses—to see Him who is the Reality in the universe. Then and only then can we really conquer our senses.
Yoga is the method to understand reality
From Complete Works of Swami Vivekananda, Notes from Lectures and Discourses—
The ultimate goal of all mankind, the aim and end of all religions, is but one—re-union with God, or, what amounts to the same, with the divinity which is every man's true nature. But while the aim is one, the method of attaining may vary with the different temperaments of men.
Both the goal and the methods employed for reaching it are called Yoga, a word derived from the same Sanskrit root as the English "yoke", meaning "to join", to join us to our reality, God. There are various such Yogas, or methods of union—but the chief ones are—Karma-Yoga, Bhakti-Yoga, Râja-Yoga, and Jnâna-Yoga.
Every man must develop according to his own nature. As every science has its methods, so has every religion. The methods of attaining the end of religion are called Yoga by us, and the different forms of Yoga that we teach, are adapted to the different natures and temperaments of men. We classify them in the following way, under four heads:
(1) Karma-Yoga—The manner in which a man realises his own divinity through works and duty.
(2) Bhakti-Yoga—The realisation of the divinity through devotion to, and love of, a Personal God.
(3) Raja-Yoga—The realisation of the divinity through the control of mind.
(4) Jnana-Yoga—The realisation of a man's own divinity through knowledge.
These are all different roads leading to the same centre—God. Indeed, the varieties of religious belief are an advantage, since all faiths are good,so far as they encourage man to lead a religious life. The more sects there are, the more opportunities there are for making successful appeals to the divine instinct in all men.