Introduce yourself
First of all, it's very important to introduce yourself. Without an good introduction, the player might not trust you and thus might not listen.
Teach them the rules
Second of all, you should teach them the rules, also reffer them to the rules section of the forum. Ofcourse you don't need to explain them all the rules, but explain them the most important rules. Like DM, MG, PG etc.. Also tell them thay cheating / hacking is not allowed on this server and that it's recommended to use the launcher.
Teach them the RolePlaying standards
Third step, teach them the RP standards. Teach them not only what IC / OOC is, but also give them an example of GOOD RP, and BAD RP.
Let them see the server and important locations (optional)
And finally, this is an optional step. You might want to ask if they want to see the hotspots of the server. Take them with you in a car or on a bike and drive around all hotspots, e.g. the cityhall.
*Everything should happen OOC, if they player doesn't know what OOC is or how to use it then you should explain them.
* You might also want to refer them to this collection of guides
viewtopic.php?f=12&t=102131 it contains a bunch of useful guides.