Newborn is in a very uncomfortable conditions for him. He used to be in a liquid environment. It was very noisy environment: there was a lot of sounds made by mothers body, digesting and more importantly heartbeat. It was dark there. But now he is on the air, he need to breathe, he hears silence with interruptions by some sharp sounds (in the belly sounds are different, I think there are no high frequences), and there are lights. Moreover first year baby experiences difficultes with thermoregulation of his body. Probably there are more things that trouble him, I'm not pretending to give you a full list.
Give him "heartbeat", give him a smell of his mother, ensure he is experiencing comfortable temperature, and he, probably, would get quiet. Try it with real mother first, let her take him, lay his head near her heart. If it works, get mother's dirty T-shirt and place it near nose of a baby. You can also try find some audio track, which makes your baby happy by sounding similarly enough to a heartbeat. The psychologist told a story of mother, who liked to walk near railways: her crying baby stopped cry every passed train, because he experienced noise level he used to. Moreover that was rythmic noise, like heartbeat. I don't think it is good idea to reach such levels of noise indoors at night, but you got an idea: do not make silence in his room, let it be some constant rythmic noise.
Though it does not work every time. Sometimes baby just don't want to sleep and get bored. But not in first few weeks: the first few weeks for him is a constant suffering of adaptation to a completely alien environment.