Oh the poor dear! Sounds like it's trying to snuggle up to its missing mother. Newborn puppies can't regulate their body heat. Hypothermia is a big issue. A hot water bottle wrapped in a soft towel will help. Here's a link for you.
http://www.vcahospitals.com/main/pet-health-information/article/animal-health/puppy-orphaned/865
A stuffed animal might be nice too!