The key is introducing the pen (as a positive thing) gradually....
It can be very hard for a puppy to understand that they need to spend time apart from us when they can hear we are there... TBH Honey never tolerated it as a pup - she was fine left alone or at night, but while we were there, she wanted to be with us. That was compatible with our lives at the time, so we didn't push it, and she will now relax in another room through her own choice.
However I know that's not practical for all people. You need to introduce the pen carefully - pop her in it and scatter treats around, then let her out. Repeat regularly. She should soon opt to go in of her own accord... then praise her and again scatter treats.
You can build up to shutting her in it, with treats, toys etc, and popping back every 30 seconds to add more treats. You can then leave a longer gap between return visits.... though occassionally come straight back, or she'll quickly realise it's just getting longer and longer between seeing you!!!
If she does start to cry, try not to return to her until there is a break in her crying, otherwise she will learn that crying gets you back...