Stretches are in the cool down. No yoga. I highly recommend this game. You will get a fantastic workout. It is not for beginners although beginners can work up to the amount of exercises (15 vs 30 and 1 lap vs 5 and so on) and just get "yelled at by Jillian" - you can always turn the volume off on your tv or just not let it bother you! TBL has yoga and stretches with cool downs.
I have a balance board but next time I do this, I plan not to use it because it seems that the balance board integration is somewhat broken. I also thought this was extremely easy and definitely for beginners, more so than someone who is intermediate/advanced.