spend some time with him. play with him.
In his eyes, you came and took him away from his mama and siblings and he's scared.
And it sounds like you aren't giving him enough attention.
You're NOT supposed to keep him in his CRATE (NOT cage) all day!
You're supposed to give him time outside and play with him and get him to knowing you so he gets over being lonesome.
If you had been taken from your parents as a young child by strangers, you'd have cried as well.
You can take a T-shirt you wear and put that in his crate to comfort him at night when you want to crate him to keep the floors clean and keep him from having accidents. You can also take an old sock and stuff it with other old socks to make a "littermate" for him to snuggle up to when in his crate at night.
But during the day you need to feed him, exercise him, train him... and NOT crate him... let it be available to him as his "safe haven" most of the day unless you need to run errands. -!-