1. Send them to blogs, picture sites (daily lolita, GLB scans, brand shops, etc.), the EGL livejournal, or what have you.
Information is best. Like for example, right now I'm trying to learn more about fairy kei and decora to make a sort of hybrid style for a doll of mine. But, I can't find any really excellent fairy kei sites (if you know of any, link 'em in the comments section). There are a plethora of lolita sites out there in practically every language you could possibly need. Information on this style is easily available, you just have to find really good info written by experienced lolitas.
2. Help them pick out some pieces!
More often than not, an experienced lolita can guide their friend to purchasing something that looks good, is a quality product, and fits their general aesthetic. If left to their own devices, newbies to the style often make some unfortunate choices with their money (I know I did!). So be honest (but not mean) and make suggestions based on your friend's preferences. Tell them about Fan + Friend, Taobao shops, and Bodyline (all great options). Also tell them about second hand options, such as the egl community sales and Closet Child. If they'll be making their own, go with them to the fabric store, tell them about Sew_Loli, and encourage them along the way.
3. Take them to a meet-up
Introduce them to your other lolita friends. Let them get a feel for the group. I always enjoy seeing new faces at meet-ups. They can learn a lot about the style by actually seeing people wear it in real life. If they're making their own pieces, they can get an idea of styles, shapes, prints, colors, and even take measurements (if your friends are willing).
So there's the quick and dirty rundown about getting a friend into the fashion. Don't drag them in kicking and screaming, but if they have a genuine interest, then help them get started! It's always fun to bring someone new to a meet-up! Good luck!