What a tough injury! Poor guy. Most insurance will cover physical and/or occupational therapy with an injury of this magnitude. When I broke my leg, I had one session with a physical therapist in the hospital. She taught me how to use my crutches, go up and down stairs, etc. I continued PT for several weeks, but my injury was in the tibia, and spiraled vey close to the ankle joint, so the treatment plan was different than it would be for your son.
I would call the doctor's office to see if they have anyone on staff to teach your son how to use his walker. Perhaps in a clinical setting, with medical professionals present, he would feel safe trying to move his leg. If they can't help you at the doctor's office, they should at least give you a referral for a visit with a PT, who is trained to teach people how to use medical equipment without hurting themselves. The PT would likely teach you the safest way to help your son as well. Be sure to go to the doctor or PT's office with the questions you have, and don't leave until they've been answered!
Good luck.