If it is indeed loose, you can probably just turn it. Turn it counter-clockwise (looking at it from the back of the tube) to correct out that rotation. The colors will probably come pretty close to what they're supposed to be just with that.
You may want to do this with the power off. While it's not strictly required, the horizontal winding of the yoke spikes to a couple thousand volts on most designs, and that'll bite if you touch it.
The yokes are usually held in place using some rubber wedges between the yoke and the tube face as well as a screw clamp near the back of the yoke between the yoke and convergence/purity ring assembly. You may need to loosen this clamp to make the yoke easy to turn. DO NOT OVERTIGHTEN when setting it back; you could break the glass of the tube neck and destroy the tube.
Corner convergence is affected by the tilt of the yoke (up/down, left/right) wrt the tube face. You adjust that with the aforementioned rubber stoppers. Use a grid pattern to check if it needs adjusted and set appropriately. It's all totally backwards, so it may take a while to get the hang of it. A friend or a mirror is useful.
Once you've got the yoke set, you adjust purity (any remaining incorrect colors) using the purity rings, then adjust center convergence. I think Rick Nieman has a tutorial on this somewhere. You may need to loosen the other clamp to adjust these rings.