If you do something "yourself", you do it without paying for it or having someone else do it. For example:

Would you like a cookie? I made 'em myself.

This means that the speaker made the cookies at home, rather than buying them at a store. You use the phrase "I did it myself" for things that people usually don't make on their own.

To do something "yourself" is a little different from doing it "by yourself". When you do something "by yourself", it means that there is no one else with you:

I usually eat lunch by myself.

But doing something "yourself" just means that you did it, not another person:

A: Did you make that yourself?

B: No, my wife made it.