My five-year-old son cries everytime his teacher asks him to do something. He is fine socially, playing with the other kids, and once he gets into the task he is fine. It is just getting started that is the issue. I have asked him about it and his concern seems to be that he won’t be able to do it.
You can explain to him that it is OK if he isn’t able to do everything the teacher asks. He can always politely explain that he can’t do it. He needs to get used to his teacher asking him to do things. You can practice this with him by playing a game in which you pretend to be the teacher. You can ask him easy things and then also ask him impossible things. He can practice politely responding. Make it fun.