Sleep training

This is my second and we started sleep training my oldest around 5 months. My youngest is two months and her pediatrician is advising us to start teaching her to self soothe, by possibly letting her cry some. He isn’t advising that she doesn’t wake and eat just going to sleep on her own. Anyone else’s pediatrician advising the same? We are having a hard time getting her to sleep, some evenings it takes hours. I love and have huge respect for her pediatrician, he has been fantastic with our entire family and cares more than any doctor I’ve seen.