Putting a puppy or dog in a crate and “letting them cry it out” is the wrong approach. It is cruel and unnecessary. New dogs are especially vulnerable to bad experiences and imagine the association you are making… you are using the crate as a trap, the dog doesn’t know you, the dog doesn’t know your home, you yell at them for making too much noise, and then you let them panic and cry out as you disappear.
There is a better way. Crates and beds are invaluable for dog training, ownership and transport. If you introduce them correctly, they will come to accept it easily and willingly and use it as a type of den.
Plan accordingly.