Embed Yankee in one of his cities first (5)
I believe the answer is:
inlay
'embed' is the definition.
(I've seen this before)
'yankee in one of his cities first' is the wordplay.
'yankee' becomes 'Y' (phonetic alphabet: alpha, bravo, charlie etc.).
'one of his cities' becomes 'la' (I am not sure about this - if you are sure you should give a lot more credence to this answer).
'first' says to put letters next to each other.
'in'+'la'='inla'
'y' after 'inla' is 'INLAY'.
Can you help me to learn more?
(Other definitions for inlay that I've seen before include "Decoration of a surface by inserting wood, stone or metal" , "Mix images" , "Embed" , "CD booklet" , "work of a craftsman" .)