Import Focus Keyword
You can import the Focus Keyword from Yoast SEO and convert them into links in your content.
Scroll down to the bottom of the Autolink page and use the Import feature.
Simply click the "Convert focus keywords" button and the keywords will be imported.
Note: Keywords have to be unique, so if you have used the same Focus Keyword multiple times on your website, only the first use will be imported, the rest will be ignored.