Yoga is a philosophy, not a religion, though it can have a spiritual component. Asana, or the physical practice of yoga is only one of eight parts of that philosophy. Patanjali, the father of yoga, was the first to write about these parts in the Yoga Sutra, which provides a framework of spiritual growth and mastery over the mind and body. Yoga can be practiced by individuals of all beliefs. In order to practice, you simply need to stay open to receive the benefits that the practice provides.
Yoga seeks to put us in touch with our spiritual core, our innermost nature, that which or who we truly are.