A person on such level of skill in Olympic fencing would have great athletic ability and good sense of distance and timing, but calibrated to the tools of sport fencing. Which means I would treat him like any other experienced athlete.
What does that mean? Well, if a champion judoka comes in, he'll be subjected to the same exercises we all do. There is no beginners course in our school, beginners do part of the same exercises all people do. Which are cuts, thrusts, hitting the tires (like a bag, but for swords and sticks), hitting the pads, floryshes, footwork exercises. We all do them, only beginners spend most of their time on them, while advanced students do other stuff as well (light, heavy sparring, binds, counterattacks, etc).
So a judoka or a champion fencer would do all this. By the as he has the athletic ability, and if he has an open mind, he would probably join the intermediates and advanced students in other exercises way faster.
One of the most important aspects that has to be hammered in a sport fencer who has turned to HEMA is the mentality. A touch is not enough, even a strong hit with the tip is not enough. You need to hit ideally with the center of percussion, and you hit to survive, not to win. The fight doesn't stop until the other guy cannot continue. Every part of your weapon - the blade, the pommel, the guard - is an offensive tool.
That being said, I have found in my experience (because we have sport fencers, although not at that level) that it is best not to pound on what is different, but point out the similarities. That way the student doesn't feel like his work till now is useless. The differences are usually more glaringly obvious anyway.
Another important point to inquire about is his goals. If he wants to fully transition to HEMA, cool. If he wants to just dabble in it, but still wants to compete in Olympic fencing, that is another story and another approach. He will actually lose some of his edge on the piste, because the rules and tools are vastly different. That is, if he spends a long time doing HEMA.