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Depends on how old baby is. The reason baby cries is probably from insecurity/fear. For newborns, swaddling can help them feel more secure. It’s difficult to do sleep training on newborns, so I would pick baby back up immediately to comfort. Recommendations for sleep training usually start from about 3 months, although you can try establishing a nap/bedtime routine from 6 weeks to 2 months. For sleep training, there’re many methods. If you can tolerate some crying, then give baby a couple of minutes to try to self soothe, or you can try patting/talking to baby. When putting baby to bed, try doing so when baby’s drowsy but awake (stay there with baby, can pat/sing), so they’ll learn to fall asleep on their own, and there also isn’t a sudden shock of realisation that you’re gone when they wake up.