First, write down or print out the hengeyokai stats, with a wolf addition added to it. Maybe edit it in word so it only shows your type. Ie, Delete the other types of yokai from the document so it just shows the general stats, and your wolf stats. Then put the stats for an actual wolf in the document, for easy reference.
https://www.dndbeyond.com/monsters/wolf
For the wolf yokai in hybrid form, I recommend using the wolf's keen senses and speed as your hybrid form benefits. Make it's stat boost +1 Wisdom.
Next, follow the steps in the phb. Ask your DM if they do rolled stats or point buy or standard array, and use the method they tell you to fill in stats. Remember that your face bonuses are added after you've input your stats, not before.
Ie, if you want a 16 Dex, and the race gives you +2 Dex, put a 14 in Dex.
From there it's all about the class and background and little details. If you've questions, @ me in a post and I will try to help.
Btw, ask your dm about a houserule I use that makes things run smoother. Instead of the stated HP for a creature, I give any feature shapechanged or polymorphed into a critter HP equal to their levelxHD. So a wolf has 2d8+2 hp, and thus d8 hit dice. So if my level 4 Druid player has her character turn into a wolf, she has 4d8+con mod hp, or she can use the "average" of 5 per die, so we don't have to deal with rolling every time, for 22 hp.
It's also a dm tip, in that I give enemies more HD, and upgrade their proficiency bonus, to "level up" to make a harder fight or use goblins more effectively.