My newborn will only sleep while being held, any advice to get her to sleep in the cot?

Is your room too quiet? If yes, try to make some 'white noise' such as sound of a fan or running water. The womb is not a quiet place. Baby is surrounded with the amniotic fluid which make some 'running water' sound, also baby is used to mom's heartbeat sound and voices from outside. So after being born, of course your baby will freak out being put down at a strange, dark and quiet place. Hope this'll help!