I am a first time Mom to a 6wk old little girl. Anytime she fell asleep and I put her down she would scream, so there are a few tricks I had to learn.
The first one is I got into the habit of anytime she falls asleep in my arms, I put her down, and I place a hand on her for a few moments until she is asleep or just peaceful. After a few days of her getting put down, screaming, etc.. she apparently has realxed and understands that it is ok to fall asleep in her cradle or anywhere else, and that she doesn't NEED to be held.
As far as bedtime, I try to maintain a loose schedule/routine. I start to prepare her to be in bed between 10 & 11 each night. We sit on the bed, change her, I feed her, usually until she has just about emptied one whole side and moved onto the next, then before she has been asleep too long (still in a light sleep), or while she is dozing I put her in her cradle. She then proceeds to sleep straight through until 7am (usually).
I could never let my little one cry it out, that surely works for some people, but it's not right for me. Also when trying that you need to think about the stress it is putting on such a young baby whose mental abilities don't even understand that their hand is attached to them, and not just floating by. It must be scary for them falling asleep and waking, not knowing if anyone is around, or who is around etc.
So if your baby isn't falling asleep on her own remember she is still young, and maybe she prefers to be comforted for now. Appreciate it while it's here, one day they will be old, and won't need us anymore, and we will miss these days.