I learned that the Russian vowels е, ё, ю and я have a distinct y-sound at the beginning of a word and after another vowel.

At first I thought this meant that there's no "y" sound after a consonant, especially after a native speaker told me that "медленно" is pronounced "MEHD-lee-nah". However, it seems that in all the pronunciation guides, the "y" sound is included even after consonants.

Is this because a soft consonant, when pronounced correctly, naturally provides the "y" sound?