I have a one year old that cries every time that I leave the room, or even just out of reach! Still in sight.?

I just have to walk to the opening of the door and she wails like she was abandoned! I do let her cry even when I go into the room. It has been the last 2 months, well since we have gotten her. (We are adopting) Even when there is someone in the room she is like this! Do I pick her up and comfort her or do I just let it go? There are two ways to look at things if I pick her up will it just feed her attachment or will it comfort her and give her reasurance that I am there?