Air carrier Captain reported on approach they entered a wrong altitude resulting in descent below MVA. Air traffic control issued a low altitude alert and climb.

Narrative

On arrival into SLC we had set up for an approach to 34R as assigned by ATC. When we switched to final Approach Control; we were given 34L and began to make the necessary changes and brief. The FO (First Officer) is new; only a few trips off IOE with limited total experience; and in an attempt to be thorough was a bit behind. We accomplished what we needed to accept an approach clearance and were cleared shortly thereafter for the ILS to 34L with the runway in sight. We had been cleared direct to PUTER intersection and when we were established on the final approach course the FO selected VOR/LOC. I saw her reach up to select what I assumed was approach mode. I turned to my iPad to double check the approach settings and taxi route and didn't notice that after VOR/LOC was captured she had dialed in 6;100 ft. and started down to that altitude in Vertical Speed. While I was looking away; I assumed that she had selected approach mode and when we started down thought we had simply intercepted the glideslope. When I looked back to the MCP (Mode Control Panel) after not hearing glideslope capture; I saw that we were in Vertical Speed and descending out of 7;000 ft. About that time ATC called out a low altitude alert since we had descended below MVA and instructed us to climb to 6;500 ft. We complied with the climb and established the aircraft on the glideslope and opted to continue since we had the airport in sight. We landed and taxied to the gate without further incident.At the gate we debriefed the situation and clarified her misunderstanding of driving down to 6;100 ft. once cleared for the approach (explaining the step-down altitude compliance requirement) vs intercepting the glideslope from our last assignment altitude when cleared for the approach.I should have ensured that the approach mode had been selected after VOR/LOC capture before looking away to my iPad. I'm realizing that some extra monitoring and verification of actions is going to be an absolute must when flying with some our newer; less experienced Pilots. On part of the FO; this was not for a lack of trying or wanting to be at (Company); but an example of overall lack of experience that makes no room for assumption from the left seat. That assumption is what led to this and is my own fault. I will do a better job of verifying actions and understanding of why we're doing them moving forward.