Whatever method you use, even the 'rubbing nose in it' (which is cruel, please don't do that) will work eventually. However, the more quickly you can toilet train and the less accidents you have, the less stressful it will be for both you and the puppy.
It is entirely up to you whether you crate train, but I tend to think of it like this. To us, it is a cage, to a dog it is a lovely, cosy, safe den/bed. Crate training is about much more than just shoving the dog in and shutting the door, it is about making the crate a safe and really lovely place to be for the dog. Also, you say your puppy is crying when confined to a room, my puppies have never cried when they have been in their crates. If you get the crate training right, you won't have any crying.
I don't use Ian Dunbar's 'errorless toilet training' method, but I do use a crate for all my puppies. I don't keep the crate up once the dog reaches around a year old as I simply don't have room, but my dogs would prefer a crate tbh. When I had my last puppy, whenever the crate door was left open I would find two adult Golden Retrievers and the not overly small puppy crammed in there, falling out of the door in fact. They all wanted to be in there and it was only a 3ft crate, so too small for them all by far! I currently have a friend's puppy here and I keep finding one of my adult Goldens cosied up in the crate, she loves it. They probably spend 50/50 time in their normal beds or laying on the floor, but if there's a crate there, they'll be found in it. I have one crate up for one of my dogs still as he is very nervous and it helps him feel secure and he spends all day sleeping in it with the door open.
The key to quick toilet training is supervision. If you can avoid accidents inside then it will help your dog learn much more quickly where you want it to go to toilet. So, take the puppy out every hour or more if you need to and wait out there with him until he does go to toilet, then praise like mad and give a treat if you like. Watch him like a hawk when indoors and if you notice he looks like he needs the toilet, even if you are in doubt, take him out again. At times when you can't supervise him you can pop him in the crate if you use one and he shouldn't toilet in his bed, he will do his best to hang on, whereas if he is in a room on his own he will just go and the more times he has been indoors versus the number of times he has been outdoors will make things harder for him.
If you teach him to go on newspaper you will confuse him as he will need to learn two things and often if you paper train, once you remove the paper the puppy will still toilet in the same spot, because it was the place they were associating with being 'allowed' to wee in, not the paper.
I hope this helps. Sorry I've gone on a bit... 
(BTW, you can download Ian Dunbar's books online for free I think. He is a very good and well respected dog trainer/behaviourist)