On my old vBulletin forum, when a member joined I would point them to a particular forum post where I list what they should do. Is this possible with Xenforo?
That's the closest relevant solution, I don't see how an alert would work - you cannot "create" an alert for new members. Of course if the welcome conversation was there, that would have its own alert but I can only think of a notice with link button (that shows based on usergroup) as the closets and easiest solution.