The expression is "Cry me a river" (not "cry me river").
It is a sarcastic and critical comment said to someone that you think is complaining excessively or moaning about something. You are sick of them going on and on about it. You are telling them to shut up and get over it. The speaker is saying sarcastically , you can cry, cry and cry (cry a river metaphorically), but it makes no difference to me. I don't want to hear it anymore. I've heard worse than that !
Person A: "My cat is sick, my wife won't talk to me ...(moan) ....(moan)... (moan)... Everything is going wrong.... (moan) ... (moan).
Person B: "Cry me a river !" Shut up and get over it. You think you have it bad ??? I've had worse stuff happen to me all the time. Stop being a baby !!! (stop crying about it).