Calmly walk out of the door and shut it. Step out of sight for 1 second, then go back in. As you go back in, just ignore your pup and go about your business as usual. You coming and going should not be exciting events. Repeat about 20 times a day.
After you have repeated this for 1 second, you can try leaving them for 2 seconds. If they whine/bark when you are outside for 2 seconds, go back to staying out for only 1 second for more repeats. Very slowly build up to leaving them for longer periods, making sure that they are not stressed at each stage.