Is it true that I could spoil my baby by picking him up every time he cries? It just gets frustrating when he keeps crying.

Babies lack the ability to be manipulative. At least, they can't until they reach about 6 months old. They cry when their basic needs are not fulfilled and being held is one of their needs. http://sg.theasianparent.com/help-my-baby-wants-to-be-held-all-the-time/