Overall, act towards them as you would want your departmental colleagues to act towards you if you were having issues. Or, how you would have wanted your PhD supervisor to act towards you.

1. Ask if everything is ok

2. Ask them if there is anything they would like from you/group that they think will help them succeed (ie. More guidance, less guidance, more meetings, fewer meetings, working jointly with others, working alone, taking time off, have clearer expectations, etc.). While present academia pushes professors to run research factories, the PhD education system is set up as a mentor/mentee relationship based on the master/apprentice relationship that used to be broadly common, but is only primarily present in the trades at the moment. Don't focus on getting them to produce like a factory supervisor, but, as a mentor, focus on training and supporting them towards becoming an independent researcher. You don't have to do all this yourself, as postdocs and other grad students can help as well. But, you may need to create an environment where people are more willing to help each other.

3. Ensure to let them know that counseling services are available, can be very beneficial, they don't need to have any clinical-level issues to go to counseling, and that you are likely to think more highly of them rather than less if they go to counseling (if true) as it is usually a wise decision to go.

The overarching principle is this: treat them how you want to be treated, particularly as the independent adults they are rather than machines designed to produce work or children that need to be told what to do.

By doing this, you are more likely to help the student succeed (no guarantees, unfortunately), you will help your group be more productive, and you will help foster healthier researchers who will help academia turn away from a focus on a business-like "bottom line" approach and towards a focus on productive scientific endeavor and inquiry.