Yes a newborn baby should sleep in the parents room for up to 6 months of the babies life but it's even better to keep the baby sleeping in the parents room in their crib until at least 1 year of age which is known to prevent SIDS and so you can be close to the baby during their first year so you can take care of their needs much quicker as well.
A baby can then be moved to their own room after 6 months of age but I would not move my baby too their own room until they were 1 year of age or older.