This is extremely common with most materials which harden through evaporation of a solvent such as water. Clay bodies are especially prone to cracking when they dry too rapidly due to internal stresses that occur within the material as it shrinks. The solution is to allow whatever clay you use to dry gradually.
When you are working on a sculpture, at the end of a session wrap it snuggly with a plastic bag that has no holes in it. If the piece is going to sit longer than 24 hours, wrap it with wet rags or paper towels and then place a plastic bag over the piece to trap the moisture. If you are going to leave it for more than a few days, Unwrap it and check to make sure that it is still damp. You may have to re-moisten the rags or paper towels and then wrap it up again.
Once your sculpture is complete, place a plastic bag loosely over it and do not close the bottom of the bag so air can get in and out. After a few days, switch to a plastic shopping bag with a few extra holes poked in it, or loosely drape a sheet of plastic over the piece. You want it to dry out, but slowly. Eventually, uncover the piece and allow it to continue drying.
You will have to experiment with the specific brand of clay that you prefer and pay attention to how damp you get it while working with it. Larger, thicker pieces will trap moisture within them for longer periods of time, so they are more prone to cracking, but they are also stronger once they are dry. The composition of the clay plus the humidity and temperature of the room will play a part in how long this takes.
If a piece looks and feels dry, but feels cool to the touch, this means that moisture is still trapped within the clay and it needs additional drying time.
Treat oven hardening clays the same, give them a long, slow drying cycle. Then bake them at the recommended temperature.
Ceramic clay bodies are very prone to cracking when drying. Once they are dry, they are quite fragile, similar to a cracker or the outside of an Oreo cookie. Once you place ceramic clay inside a special oven called a kiln, it can be heated to extremely high temperatures to cause it to vitrify, essentially becoming very similar to rock.
You won’t be able to fire clay properly with your oven or a torch, the entire piece of clay needs to be raised to a temperature somewhere between 1,700°F and 2,400°F depending on the type of clay. It is possible to do low fire Raku work by building a kiln outdoor using fire brick, a propane tank and a fan unit, videos on YouTube can show you how this is done. Otherwise you can transport your dry clay (greenware) to a local ceramics shop that will fire the piece for you for a small fee.