The tax money they get is in the form of research grants and student loans.
They are a privately-held university. They do not receive government (that would be State money, and they are in CT) funding for operations, buildings, or anything else.
As opposed to somewhere like the Georgia Institute of Technology.
Also a leader in government grants and research but, unlike Yale, Ga Tech is a Public University - a part of the University System of GA. Taxpayers of GA pay large amounts of the money spent at Ga Tech for buildings, upkeep, professors salaries, and the like. In exchange, students from the State of GA pay lower tuition than those from other locations. (Forgetting scholarships).