If you were a baby and had been taken from your mother and left alone, you would cry all night. He has been left alone in a strange place; he is frightened, confused and miserable. There are lots of adult dogs who suffer all of their lives from separation anxiety; some of these dogs belong to the people who will tell you just to let your puppy cry. Please don’t listen and don’t leave him to cry, it's easy to resolve this and its kind.
Try this, it will work and both you and your puppy will have good nights sleep,
Spend the first two days of his life with you by conning him and having rehearsals for bedtime.
After he has been fed and CARRIED out to the garden for his pees and poos, let him wander around the garden, then put him in a room on his own with a comfortable bed. Close the door and then immediately go back into the room and IGNORE HIM. Spend a minute or two cleaning your work tops if he is in the kitchen, or pretending to be occupied with something else. Walk out again and close the door and walk back in again immediately. Keep doing this over and over again. Eventually you can leave a short gap before you go back into the kitchen, when you know that he is asleep you can stop doing this.
You must listen for him waking up and you MUST GET TO HIM BEFORE HE CRIES. Pick him up and CARRY him into the garden.
Play with him and let him explore the garden. If it's time for another meal, give him this and take him out again, because he will want another pee. (Always praise your dog profusely when he pees or poos outside). Then put him into his bed, close the door to his room and start doing the door thing over and over again.
This is time consuming, however it works. By the end of day one he will have been put to bed several times and he will think that you are just on the other side of the door. Continue doing this for a couple of days and he will grow up without Separation Anxiety and he will stop crying at night. My dogs have never had Separation Anxiety; I think that they think that I never leave the house. Nevertheless I sleep downstairs for the first two nights.
I have given this advice to several people and it has worked very quickly, I know this because I have had emails from them.
Good Luck.