There can be nothing more alarming than hearing your own baby's cries - especially if you don't really know the cause. It does feel like nature must have designed baby cries to cause the maximum panic and stress to parents. Of course there is a reason for this...
If your newborn baby won't stop crying, try to soothe and swaddle them. You can take them into a darkened room and hold them very close to you. rocking them gently, say sshhh sshhh calmly and repetitively. In this environment and with this reassurance they should start to feel safe and secure and stop crying.
Yes of course babies do cry, but I believe it is always for a reason. Your baby is communicating with you in the only way its knows how, so try and listen and you will soon learn and be able to respond.
Trust your instincts and you don't have to accept it if anyone tries to tell you that it is normal for a baby to cry for long periods of time and cannot be soothed.
You can find out more in my book, the Sensational Baby Sleep Pan. signed copies are available from my website.