For training Yolo based on other models ([DenseNet201-Yolo](https://github.com/AlexeyAB/darknet/blob/master/build/darknet/x64/densenet201_yolo.cfg) or [ResNet50-Yolo](https://github.com/AlexeyAB/darknet/blob/master/build/darknet/x64/resnet50_yolo.cfg)), you can download and get pre-trained weights as showed in this file: https://github.com/AlexeyAB/darknet/blob/master/build/darknet/x64/partial.cmd
If you made you custom model that isn't based on other models, then you can train it without pre-trained weights, then will be used random initial weights.