Babies usually cry for a reason as there way to communicate with you.
So if the baby is crying you should at least check on them to make sure they're okay and not needing a diaper change, hungry, sick etc.
If the baby is okay then letting the baby cry until it falls asleep is okay and has been done for years.
Babies will usually cry a lot for the first 6 months of life and then after 6 months of age the crying gets less and less.
I would always check to make sure the baby is okay first and then if everything is okay I would let the baby cry until it fell asleep.