is it a problem feeding and holding to sleep in arms and putting down
That becomes a really big problem from 4 months onwards (when sleep matures out of the fourth trimester). I would say over 90% of my sleep consultant clients are families who want independant sleep from baby, but never taught their baby to go to sleep in the cot.
Not sure if you were interested to know why? (I don't want to bore anyone...).
Up to 4 ish months baby sleeps in a similar way to in the womb. This is when sleep is passive. So as long as all needs are met, the passive way to be is asleep. It takes no effort for baby to be asleep as long as fed, comforted and comfortable.
By around 4 months, sleep matures and changes to become an active endeavour. It requires work to get to sleep and it takes work to stay asleep, in ways these didn't previously need any effort. Sleep also develops into cycles similar to adult sleep cycles - periods of light sleep and deep sleep with brief semi-concious periods of awareness between sleep cycles.
The purpose of these semi-awake periods between sleep cycles is evolutionary. They are known as 'environment checks' and are as a result of cavemen needing to still be alert to predators and dangers even when asleep.
As an adult your environment check may involve turning over, shifting positions in bed, maybe glancing around without being aware of doing it. You generally just shuffle and go back to sleep for another cycle.
Imagine you went to bed as normal but in the middle of the night went to change positions and realised you were no longer in bed you were now in the back seat of a car. You wouldn't just roll over and go back to sleep. You'd be wide awake, sat up and shouting WTF happened?! very quickly!
This explains why it's important for baby to go to sleep in the cot if they are to sleep there. If they go to sleep in your arms then 45 min later when moving between sleep cycles baby (who is not yet fully understanding basic things like object perminance, let alone anything more complex) semi wakes bit thinks "where's mum? Where am I? What's happening?" So wakes up fully very swiftly.
Going to sleep where baby stays asleep is the central most important thing for good sleep hygiene.
As to how to teach it - that entirely depends on your parenting style. There are dozens of different ways but the purpose of all is basically the same - so baby goes to sleep where they intend to stay asleep.