CPR JET FLIES INCORRECT HDG FOR DEP AFTER RWY CHANGED FROM THAT PLANNED AT SFO.

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I WAS GIVING IOE TO A NEW FO. I WAS THE PF AND HE WAS THE PNF. HE HAD SET UP THE SID BASED ON THE CURRENT ATIS INDICATING A TKOF ON RWY 1R/L; AND WE WERE GIVEN TAXI INSTRUCTIONS TO RWY 28R FOR AN INTXN TKOF. WE THEN PROCEEDED TO TAKE OFF ON RWY 28R; AND AS SOON AS WE DEPARTED; I NOTICED THE DISCREPANCY WITH THE SID AND THE DEP HDG. I ASKED FOR THE PLATE WITH THE SID; BUT THE FO DID NOT HAVE IT WHERE I HAD ASKED TO HAVE IT KEPT; AND IT TOOK US APPROX 30 SECONDS TO FIGURE OUT THE PROB. MEANWHILE; DEP ADVISED US OF RADIO TWRS THAT WERE IN OUR DIRECTION OF RTE; BUT AS WE WERE VMC AT THE TIME AND THERE WERE NO OTHER ACFT IN THE AREA AND WE HAD THE TWRS AND TERRAIN IN SIGHT; THERE WAS NO DANGER TO THE FLT. WE THEN FLEW THE REMAINDER OF THE PUBLISHED SID WITH NO FURTHER PROBS. AS THE FO WAS NEW; I SHOULD HAVE MORE CLOSELY SUPERVISED HIM. HE HAD BEEN DOING OK UP TO THAT POINT; AND I WAS LULLED INTO A FALSE SENSE OF SECURITY. HOWEVER; HAD HE HAD THE PLATE OUT (AND I HAD CHKED IT) WE COULD HAVE CAUGHT THE PROB EARLIER.