HDG TRACK DEV WHILE ON IAP ILS APCH. RADAR VECTOR TO INTERCEPT LOC.

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I WAS ALLOWING MY FO TO DO SOME OF ENRTE FLYING AND PART OF THE APCHS. WITH HIS LIMITED EXPERIENCE AND LOW TIME IN BOTH THIS ACFT AND TURBINE ACFT IN GENERAL; I WAS TRYING NOT TO ALLOW HIS SKILL LEVEL TO ERODE. BY ALLOWING HIM TO DO AS MUCH FLYING AS I COULD; I HOPED HE WOULD AT LEAST RETAIN MORE OF HIS SKILL. THIS FO HAD NOT BEEN THROUGH OUR TRAINING COURSE. HE WAS TRAINED BY A PROFESSIONAL FLT SCHOOL. FOR HIS LEVEL OF EXPERIENCE AND BACKGND I WAS GLAD HE WAS HIRED. HE HAS SOME GOOD DISCIPLINE AND FLIES A GOOD STICK. WE WERE COMING BACK FROM XXX ENRTE TO XX. WE HAD FLOWN THIS RTE THE DAY BEFORE BUT I FLEW THAT LEG. WE WERE TALKING TO THE FINAL CTLR WHEN HE CLRED US ON OUR PRESENT HDG TO INTERCEPT THE LOC; MAINTAIN 2500 FT UNTIL PASSING LIMMA FIX; THEN WE WERE CLRED FOR THE ILS 25L APCH AND CONTACT THE TWR. MY FO WOULD BE FLYING THE APCH UNTIL WE HAD THE ARPT IN SIGHT; THEN I WOULD BE TAKING THE CTLS. THE WX WAS GOOD ENOUGH THAT I KNEW WE WOULD SEE THE ARPT 2 TO 3 MI OUT ON THE APCH. HE ASKED ME WHAT THE DME WAS AT LIMMA FIX. I LOOKED DOWN AT THE CHART AND TOLD HIM; HOWEVER; HE LOOKED DOWN TOO; AND WHEN I LOOKED UP AT THE HSI; WE HAD FLOWN THROUGH THE LOC. I TOLD HIM TO TURN L AND HEAD BACK TO THE APCH COURSE IMMEDIATELY. I CALLED THE TWR CTLR AND TOLD HIM WE HAD FLOWN THROUGH THE COURSE AND WE WERE CORRECTING. HE DID NOT SEEM TOO CONCERNED. ANOTHER VOICE CAME ON THE RADIO; PROBABLY A SUPVR; AND TOLD US TO TURN FARTHER L TO A HDG OF 180 DEGS AND WE WOULD BE VECTORED FOR ANOTHER APCH. THE NEXT APCH ENDED WITHOUT FURTHER INCIDENT. AFTER LNDG; THE GND CTLR GAVE US A PHONE NUMBER TO CALL. I TALKED TO THE SUPVR ABOUT THE INCIDENT. HE ASKED ME WHY I LEFT THE APCH COURSE. I SAID WE WERE ON A VECTOR AND WENT THROUGH THE APCH COURSE BUT WE WERE CORRECTING WHEN I CALLED AND ADVISED THEM WHAT HAD HAPPENED. HE SAID HIS PEOPLE HAD QUICKLY AVERTED A PROB BY VECTORING US BACK OUT FOR ANOTHER APCH. I THANKED HIM AND COMMENDED HIS PEOPLE FOR HELPING ME. HE SAID AS FAR AS HE WAS CONCERNED; THE MATTER WAS CLOSED UNLESS XX.XXXX WANTED SOME ACTION. THEY WERE THE PARALLEL TFC ON THE ILS 24R APCH. WE HAD THEM IN SIGHT DURING THE APCH AND THERE WAS NO CONFLICT. IN THE FUTURE I WILL BE MORE CRITICAL OF MY FO'S ATTN TO THE DIVISION OF PF AND PNF DUTIES. MY FO WAS VERY UPSET WITH HIMSELF AND I ELECTED NOT TO CRITICIZE HIM ON THE SPOT. WHEN HE SETTLED DOWN; I ASKED HIM WHAT HE THOUGHT HAD GONE WRONG AND HOW WOULD HE HAVE CORRECTED THE MISTAKE IF WE HAD TO DO IT OVER. I WAS GLAD HE CAME UP WITH THE SAME ANSWER I HAD ABOUT THE DIVISION OF DUTIES FOR THE FLYING AND NON- FLYING PLTS.