All dogs should get used to being alone for short periods of time. We all need to go out shopping, to the movies or out to dinner!
You start, when the puppy is quite young, leaving the puppy for just a couple of minutes, while you leave the house to get the mail. Then slightly longer, then again, the short time to get the mail. Keep "ping-ponging" the time, sometimes longer, sometimes shorter. Don't continuously make it longer each time, or you will discourage the pup! Make sure that when you leave and return, you do it in a calm, neutral way. Do not make a fuss about your coming or going. Just a quick, quiet pat on the head, and "we'll be back soon!". When you return, put down your keys, put your coat away, and then when the puppy is quiet, greet him QUIETLY. DO NOT get him over excited with your greeting!
Make sure you leave your puppy in a safe place where he can't get into trouble. I think your flag is Denmark? I know some European countries do not allow crating. In the US, many people "crate train" their dogs and leave them in a crate when they are out of the house. I prefer an exercise pen, which gives the puppy a bit more room, and can include a potty, if you are indoor potty training, as well as a water dish and a few toys. Other people gate the puppy in a small room, like a bathroom, where there is not much for the puppy to get in trouble with. But be aware that small bored puppies can chew on woodwork! This is the pen that has served us through three Havanese puppies!!!