Air carrier Captain reported the First Officer became confused on a visual approach to MCO and got a low altitude alert from ATC.

Narrative

This was our first day; second leg together and the FO is new. ATC gave us a tight base turn to MCO 35L due to a storm. It was slightly inside the marker. The FO was flying; and we were a bit high. At this point; there really was no vertical guidance minus the VASI. FO dialed in TDZE and descended with autopilot. I provided verbal VASI info until I saw four reds and told him he's low at which point he clicked off the autopilot and corrected. At that moment; ATC gave us a low altitude alert; check altitude. We landed normally. The FO later told me he was a bit confused and overwhelmed due to the lack of approach guidance from being vectored so tightly. I told him that in that type of situation; go back to basics; look out the window and fly manually. I think this was a good learning experience for the FO. He said he's never really had an approach here without being hooked up to some kind of guidance. I've found overall; we're losing the skill of hand flown visuals. They're rare these days as we used to do them all the time but it's still important.