It is not permissible for a Muslim to marry any non-Muslim woman unless she is one of the people of the Book, i.e., a Jewish or Christian woman. If he does that then his marriage is invalid; that is adultery, not marriage; and he is a sinner who is committing a major sin.
The evidence for that is the words of Allaah (interpretation of the meaning):
“Made lawful to you this day are At‑Tayyibaat [all kinds of Halaal (lawful) foods, which Allaah has made lawful (meat of slaughtered eatable animals, milk products, fats, vegetables and fruits)]. The food (slaughtered cattle, eatable animals) of the people of the Scripture (Jews and Christians) is lawful to you and yours is lawful to them. (Lawful to you in marriage) are chaste women from the believers and chaste women from those who were given the Scripture (Jews and Christians) before your time when you have given their due Mahr (bridal-money given by the husband to his wife at the time of marriage), desiring chastity (i.e. taking them in legal wedlock) not committing illegal sexual intercourse, nor taking them as girlfriends”
So Allaah has permitted the believing men to marry chaste believing women and chaste women from among the People of the Book.
Imam al-Tabari said, commenting on this verse:
“and chaste women from those who were given the Scripture (Jews and Christians) before your time” this means free woman from among those who were give the Scripture, i.e., the Jews and Christians who follow the Tawraat (Torah) and Injeel (Gospel). “Before your time” O believers in Muhammad from among the Arabs and all of mankind. You may marry them also “when you have given their due Mahr” i.e., when you give the mahr or dowry to those whom you marry from among your (Muslim) chaste women or their chaste women.
Tafseer al-Tabari, 6/104
It is not permissible for a Muslim man to marry a Magian (Zoroastrian), Hindu, communist or idol-worshipping woman, etc. The evidence for that is the verse in which Allaah says (interpretation of the meaning):
“And do not marry Al-Mushrikaat (idolatresses) till they believe (worship Allaah Alone). And indeed a slave woman who believes is better than a (free) Mushrikah (idolatress), even though she pleases you…”
Based on this, it is not permissible for you to help him to disobey Allaah. Allaah says (interpretation of the meaning):
“Help you one another in Al‑Birr and At‑Taqwa (virtue, righteousness and piety); but do not help one another in sin and transgression”
You should advise him to call her to Islam and explain to her that Allaah has forbidden him to marry her unless she becomes Muslim. If she becomes Muslim, then he can marry her, but if she insists on continuing to follow her religion, then he should fear Allaah and not marry her, and he should be patient in doing so; then Allaah will compensate him with something better, for “Whoever gives up something for the sake of Allaah, Allaah will compensate him with something better.”
We ask Allaah to guide us to the straight path and to keep us from slipping.
And Allaah knows best.