Generally speaking I would avoid pruning in winter to help reduce canker infection. Remove dead wood or diseased wood as it is noticed. Keep pruning woods as small as possible. Plums fruit at the base of one year old shoots and along the length of two year old and older stems (so leave some growth alone, otherwise, no fruit).
I have a yellow plum planted about 28 years ago. It is quite magnificent now, with a spread of around 30 ft. The limbs are very substantial, making it a safe and easy tree to climb! We always prune the fruit trees in late January. It is a pleasant chore for that time of year. Fo the first 5 years or so, pruning to establish the eventual shape is really important. The yellow plum has at times grown too vigorously, particularly when it was 10 to 15 years old. Water sprouts were the problem, a huge number of very vigourous vertical shoots which tended to go really high. We dealt with these by doing an additional summer pruning a couple of times, right after harvesting in late July. We don't seem to have this problem any more. Our tree is completely disease free, getting no attention apart from pruning and harvest. It is much admired at blossom time! Good luck with your tree!