Tell him to go to MIDN Development Center, which is in 8th Wing. He'll know, at the very least, what 8th Wing is. They have confidential counselors from what I understand.
I'll throw in a plug for the counselors in the midshipmen development center (MDC). Great bunch of people who are willing to do anything they can to help, and its all kept confidential too, even his chain of command won't be informed about his visits (unless he's a suicide risk)
MIDN Development Center is the place I was thinking about. It used to be located in the basement of Luce Hall. If they follow the same rules as they used to, they follow slightly stricter rules than the regular Navy when it came to confidentiality.