Yes! The first couple of weeks are hard on everyone while you all get adjusted to each other. We have a new one as well, she came home on Sunday. Now she is sleeping in her crate at night with minimal crying. It just takes patience, but I know it's heartbreaking to hear them cry.
I have the crate on the floor by my side of the bed. She can see me through the top. I don't let her out when she is crying, but wait until she is quiet for a second, then take her out. I have one of my shirts in the crate as well, so she has my scent with her.
Take heart - it will get better