Your new puppy needs a warm quiet place to go to get away from the family and have proper rest.
When a puppy is sleeping, Children should be taught not to disturb the puppy. You can use a a small travel crate for this purpose or a covered doggie bed.
You must expect your puppy to cry at night when left alone, as he/she is used to litter mates and will not like being alone. If you plan to have your puppy sleep alone, you can expect several nights of crying.
Various products are however sold at the pet stores such as stuffed animals with a warm pack inside that can be warmed in the microwave oven, or those that make noises like a heartbeat to make the puppy think that they are not alone. Moving their sleeping facility into your room is an option that will help some, but should not be started if you don't intend to make it a permanent situation.
Active play before bedtime will wear them out and they will sleep better.