Why does my dog cry when its in the backyard?

When i go to school i leave my dog with food and water in the backyard, my backyard is pretty big i dont know why he crys all the time. when i get home u can hear him hollering and crying and scrating the door and when i let him inside he runs to the front door because he wants to leave. and i dont want to to go out the front door because he runs around the neigborhood and doesnt come back for like 2 hours or more. so all he wants to do is just be out on the street. why is he crying? should i bring him inside when he crys? or just leave him out there and teach him a lesson?