If you want to implement breadcrumbs sitewide, you definitely do need to implement the code – https://yoast.com/help/implement-wordpress-seo-breadcrumbs/#how-do-i-implement-yoast-seo-breadcrumbs-site-wide

Otherwise, you’ll have to add the breadcrumb block to each specific post or page where you want to add the breadcrumbs. You may also want to look into adding it as a widget under Appearance > Widgets (but it’s dependent on the theme and is usually added to the footer and sidebar), or under full side editing where it can be added as part of a template under Appearance > Editor.

But it is simple! I just put the Yoast shortcode in a header in FSE. Magic!

However, I could really do with a bit of help still. It has home in twice:

“Home > Home > Quantum Karma”

In the full site editing interface the fields are:

“Home > Dummy Parent > Dummy Title”

(This was in a breadcrumb block I found. The Yoast one looks just like the output. But I thought this might help diagnose why Home is in twice.)

Hope all this helps someone in the future.