Is やって grammatically necessary here?
Yes, I believe it's the te form of yaru, which is another way of saying suru or 'to do' something. douyatte... basically translates to 'how do I...' , very common when asking for instructions.
I do not understand why オリンピック会場までどうやっていきますか is rejected. Reported on Oct. 31, 2017.
Why use kanji for 会場, but not for 行く?
オリンピック会場までどうやって行きますか is accepted now.
there is not the word "iki" in the list given