Darling, when your heart tells you to pick up that crying baby, by all means do it! Cry it out (CIO) is extremely controversial. I'm not into it, personally. That's not to say that you should never put baby down in his crib, swing, chair, or other safe environment and go to the next room for a time out. You need to do what works for you, what your heart says is right. I had to do a LOT of googling in the early months of my son's life and I had to make a lot of unconventional (but healthy!) choices as a mother, and I had to have a lot of information to back it up.
Babies benefit from as much physical contact with their caregiver as they can get. Some babies will demand it more than others. If you don't have a sling or a baby carrier, look into getting one ... it has been my lifesaver.
Is there a family support organization in your new area? Reach out to them. At least some of the ladies running it are going to know what it's like to be a new mom in a new place with hubby away. They might have some programs (or just some free time) to help you get downtime.