So wild yeast are able to live in the environment, usually on trees and fruits or flowers, a lot live inside insects as well.
Tamed yeast exist as two main types, you can think of the brewing strains used to make beers and wines as a type of tamed yeast although they are not very different to wild yeast and could live in the wild, they have been bred over a few hundred years to improve the flavour by crossing different wild strains.
The other type, the kind we use in the lab, have been genetically modified to do all sorts of things, however, these never leave the lab and would not survive outside the lab. The reason for this is because the first genetic change we make is to make them auxotrophic, what this term means is that they cannot make one important chemical, this could be one of the DNA bases or an amino acid to make proteins. So unless they are grown in a media that has a lot of this chemical they die. Most lab strains have 2 or 3 auxotrophic markers to make sure that if there was any outbreak they would die straight away.