Unfortunately the majority of puppies cry a lot when they first come home, sometimes for a week (like mine LOL)
It is heartbreaking, but bear with it and make sure you don't go checking on them all the time when they cry because then they just do it to get your attention
If you can, take a little blankie or toy to the breeder and leave it with their mum to get her scent. I found this very helpful (I took a snuggle puppy to my breeder, it has a heartbeat and heat pads and they dogs loved cuddling with it).
Just stay strong
and enjoy your new puppy, they really grow so fast