I would reiterate what Bill said. When we got our last puppy, the first night he howled like crazy. The next night we decided to have him (in his crate) in our room and he settled immediately. I was stunned at how just knowing we were there helped him settle.
Our new pup slept with us for the first 2 nights (in her crate) but has setteld really quickly and is now in another room but with the other dog (separate crates) and apart from letting us know she needs to go to the toilet is quiet as can be.