Hi Martin,
Yoast will output the primary category as the permalink. You can see it get changed in these images here: https://pasteboard.co/Hz9UloR.png and https://pasteboard.co/Hz9UpVN.png. Though, if you go to Settings-Permalink you will need to make sure you have category as part of the permalink.
Is that not happening?
Also, please know that (as @wpaurorautasic pointed out) you will need to create a redirect from the old permalink to the new one. Yoast SEO Premium is expected to automatically create one for you but there is an issue with it that prevents it from doing so.
So whatever redirect tool you use, you will need to manually make one. Yoast SEO Premium offers a Redirection Management section so you can manually enter these redirects in or you may use a different tool. You can learn more about Yoast SEO Premium including how to buy it here: https://yoast.com/wordpress/plugins/seo/
We also have a guide that discuss how you can manually edit your server or theme files to add redirects: https://yoast.com/create-301-redirect-wordpress/.
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This reply was modified 6 years, 3 months ago by Pcosta88.