You can also leave a radio on so they don't feel so alone. I read this somewhere and I thought this was a fantastic idea.
I also read that it's advisable to ignore them for the 1st 10 minutes you get home. Don't talk to them, don't look at them, don't pick them up. I think you shouldn't go to him while he is STILL crying, as it will make him think if he cries you will come running. Then he will cry at everything and nothing

If he cries and you know nothing is wrong, I don't think it's good to coddle him then. Ignore him. When he's quiet, give him a treat. As far as I know, during training time, you should only give a "reward" if he's been good.
Bluegrace Portuguese Water Dogs - 10 Simple Rules for Better Dog Behaviour Dog Training Articles
These are some training tips you might be interested in. Good luck!