It is important for to teach your new dog to be OK without you. Often when a young dog is allowed to spend most of time with you when you eventually do have to leave them alone, they will not feel safe and this can result in developing separation anxiety.
Teach your dog to go to his bed/blanket on command. I do that by associating bed with something good (big chewy treat)
Practice sending your dog to his/her bed on command, restricting the area or the ability for your dog to follow you, leave a chew (or breakfast) to distract and start moving for a short period out of sight.
Come back apprise calmly & reward your dog is still in the bed.
Increase times over a short period of time. It is a good idea to have a radio on during the day and while you practice so that your dog doesn’t focus on your movement around the house.
Do not come back when your dog cries as this would only associate crying and your return.
Don’t reward (by play or attention) when your pup is following you everywhere or being very demanding of your attention, instead reward calmly when he/she settles alone.