I believe you have to have Yuffie for the Wutai sidequest, but I could be wrong about that, as I've never attempted it without her. If you don't have Yuffie and the sidequest was not activated (it wasn't if you have all of your materia), then the only thing you can do is go back to the Tiny Bronco. The Wutai mountains can be annoying to navigate, but if you made it to Wutai, you can make it back.