Alpha Floor

Where are you looking at to determine if the aircraft is yawing or not?
 
You should look at the skid/slip indicator in the PFD, also known as the "sailboat". Also you should note that you're not really looking for yaw itself (that is, a rotation of the aircraft about its "z" axis), but you should be looking for SKID, what in flight mechanics is called a non-zero "beta" angle (the relative wind is not coming from straight ahead but from the side, basically a crab angle).
 
At first the aircraft will yaw to the side of the failed engine (in your example to the left) but will fly straight ahead, that is, no heading change. You will notice the "boat" on the the "sailboat" drifting to the right underneath the "sail", opposite to the side of the yaw, indicating SKID and asking for RIGHT rudder to correct it.
 
Like this:

 
Then, as a second effect if you don't do anything, the aircraft will start to roll to the left. Once the aircraft rolls over to the left, the "boat" might move back under the "sail" because this effect counteracts the SKID and might make it appear as if there is no yaw.
 
If you input right ailerons to prevent the aircraft from rolling, but NO rudder, you will fly in a straight line at a crab angle, and SKIDDING. You'll see the "boat" off to the right of the "sail".
 
EDIT: If anyone flying the 777 wants to try this out, you'll have to turn the PFCs off and revert to DIRECT law. Just turning the TAC off won't do it because the PFCs will still counteract the skid/slip by putting the rudder in.