Sure, there are some dogs who like the solitary life but most dogs have it in them to coexist with other dogs. It sounds like they are still working out their dynamic, and sometimes that can take a while. Do you have a crate or something the puppy can sleep in? For the puppy, she's crying out because she's used to being able to snuggle up with her brothers and sisters and for the first time is learning how to be on her own. And that is a scary thing. Unfortunately, by you picking her up when she starts to cry, that's actually rewarding the behavior. So it's teaching her that when she wants something, to cry. Now, that's normal for pups at first as that's how they got their mother to pay attention to them. Learning how to "self-soothe" is part of growing up for them. I can imagine it would be scary too, being on the floor while the rest of my "family" was on a bed. I'd suggest a crate for her; or a pen if you think she may need to potty throughout the night and you aren't able to let her out then. If using a pen; have a potty pad on one side and the bed on the other (this will help with potty training too, since she won't want to soil her sleeping area.) On the bed side, fill it with soft blankies, chewies/nylabones, set a ticking clock on top; and maybe even a 2liter soda bottle filled with warm (not hot) water wrapped in a towel. Anything to help make her feel secure. And remember, if she starts to cry it's important that no matter how hard it is, you don't give in and give her any attention or she'll learn to continue throwing tantrums to get what she wants. Some dogs catch on quick, others not as easily, but sure enough they will eventually learn to self-soothe and this will be a huge help in preventing separation anxiety as an adult.
As far as Hershey, unless she starts showing any aggression to the pup I would let her come around on her own time. She too will need your patience as she hasn't had to learn how to coexist or share her home with another dog since she was a pup. I'm sure in no time they will be playing and snuggling together; but that kind of bond doesn't happen overnight. They'll need to communicate in their own way and establish their "order." As long as you are there to make sure that it doesn't escalate to fighting, everything should work itself out. Good luck and keep us updated!
ETA: Since Pam showed her setup I'll show what I use too! I try to designate clear areas separating the potty area since we have grass patches around the house too; and it helps with reinforcing that aspect of their potty training.