My 4 wk old wont stop crying unless II let her fall asleep in my arms. Is it bad to leave her be and let her cry, or should I just carry her?

If U plan to forever. A 4wk old does not know when she's sleeping or that sleep would help her fatigue.Parents who rock/cary infants have 3-4x sleep disturbances in kids the first 3 yrs of life. Your goal is to create a comfortable sleep zone/crib where baby feels safe. It should have light so baby can always recognize the place & some comforting sound. Bathe her to relax, place in crib & read to her from a distance.
Love her lots. So long as she is well fed and has a clean diaper, when it's time for her to sleep it's fine to lay her down and walk away and let her cry. However, it's also fine to walk with her a bit. Just keep in mind that either she will train you or you will train her. :-).
Not bad. At this age you can't spoil babies. They need the warmth and reassurance of a loving being to be with them. Enjoy the cuddle time, they grow up way to fast!