In the reaction CO(g) + 2H2(g) <--> CH3OH(g), explain why an increase in pressure increases the yield of methanol

Increasing the pressure shifts equilibrium towards the side with fewer moles of gas, so in this reaction the equilibrium will move to the right. Hence, a shift towards the right hand side will increase the yield of methanol.
The equilibrium shifts towards the side with fewer moles of gas because the rate of reaction of the left hand side (the one with more moles of gas) is increased more than the rate of reaction of the right hand side (due to more frequent collisions per second).