You know how it was being the new guy on the block that first day. You were there once, one of those job seekers that finally landed that elusive job. You know how cold and unfriendly the atmosphere might appear to be when you are new since no one knows you and everyone is busy doing all of their assigned tasks. It can be literally a nerve wrecking ordeal. So put yourself in their shoes and do what you would want others to do to you if you were on the job for the first day.
Go up to the new employee and make sure you introduce yourself right away. Make sure you go to their work area and offer them a warm and friendly handshake. Show them that you are excited about having them be part of your company and make sure that you show sincere interest in anything that your new co-worker has to say.
Another thing you should do is take this person under your wing and make sure and try to introduce them to everyone else that they will be working with. However; make sure that you give them enough time to settle into their new environment before you bombard them with all of this. When you introduce yourself make sure that you would like for them to get settled in and then later you would like to take them around the place so they can meet others that work there. Then after you have done that consider sending everyone in the office a short memo or an interoffice email alerting everyone that you will be introducing them to a new co-worker.
Once you have introduced them to everyone it's a good idea if you take time out to show them around the work area, make sure that they know where everything is, especially the office supply room, the printers, copiers, fax machines. Also make sure to include the break room, restrooms and any exits that are used for emergencies.
It's also a nice idea if you take time out of your schedule and help the new employee get settled in. Make sure that if you have someone that does all of the admin work in the office that you alert them to the fact that the new employee needs for them to come and help them set everything up. If you don't then try offering your help to get the things they need issued to them in order for them to get their work done. Make sure that their computer is set up for them, that the phone is set up for their needs and that they have all the supplies they are going to need. When doing this however, make sure that your boss knows you are helping the new person so that your boss doesn't think you are off somewhere goofing off and not working.
If you discover that the boss has not had time to do an orientation then it would help your new co-worker immensely if you took some time and sat down with them and go over all the different rules of the office with them. This could be general ground rules as well as SOP (standard operating procedures) that are a must for all employees to follow. If you have a manual of SOPs then you should offer it to them for them to go over on their own.
Don't overwhelm your new co-worker make sure to give them some time to digest everything in stages and let them have some alone time. Make sure that you tell them that you are available at any time for any questions that they might have concerning the job. If they are new at some things then take some time out and show them how it's done making sure that you give them time to ask questions along the way.
On the second day check in with them and see how they are doing and let them know how happy you are to see that they made it back for their second day. If they feel welcome they are going to find it easier and easier to work with you and the rest of the employees.