No sleep

This is normal for a really tiny baby. The fourth trimester. She’s used to being in your tummy, it’s all she had known. And of course she’s used to that comfort, your heartbeat, being warm and feeling safe- a cot is cold, empty, she’s alone in it, many babies aren’t going to like that transition!
You can try things to help with cot sleeping- warming the mattress before she goes in, making the sheets smell like you, swaddling, trying different put down techniques etc. or you could look into cosleeping if it’s something you’re open to.
But know that you can’t hold a newborn too much, you aren’t creating bad habits by holding her, it’s just how the vast majority of newborns are!

Co sleep if you're comfortable doing that, and try the sleep training once your LO is no longer waking in the night for feeds.

This didn't work for my son, he always needed to feel me next to him, but I hear it worked for others.

White noise was something that was also suggested, it didn't work for my child, but may help yours to settle.