Newborn babies will cry a lot especially for the first 6 months of their lives.
Sometimes the baby is crying because they're hungry, have a wet or dirty diaper, needs comfort etc.
If you've checked to make sure the baby has been fed, is clean and dry etc then sometimes it's okay to let the baby cry for a bit.
But letting the baby cry too long could lead to brain damage actually so never just let a baby cry it out because they're crying for a reason and likely wanting their mother or father for comfort.