Yes, I also agree to put the pen (or another pen) in your bedroom. They really hate being that far away from us at night
And you might want to decide on your permanent sleeping situation once she's house trained - whether you eventually want her on your bed or for her to sleep in her own dog bed beside your bed. Reason I mention this is because if you don't want her to sleep on your bed (I didn't because I have allergies and also don't want to squish Scottie in my sleep if he was on the bed), then you'll have to be very strict about not caving into the midnight cries. This is the time when they try to the best of their abilities to get their ways. And it's very very very hard to ignore the long, never-ending, sad, torturous cries through the night. And once you cave once, you're doomed.
*Speaking from experience of enduring sleep-deprived months of torturous cries throughout the night at all hours of the night...because I caved in the beginning
**Scottie slept really well in the beginning as well before the midnight cries