IME very few supervisors bother to train their PhDs in this area, because they either think it's all very obvious (it isn't), or because when you ask 'what jobs are going, I can't find any, what am I missing?' their honest answer is 'there's currently nothing out there'.
Can I offer another perspective?
I have one former PhD student who was not really qualified by the whole of their CV to gain academic employment in my discipline or its cognate. I said this to them very straightforwardly in our first 6 month review and suggested other areas (museum curation/research areas) where they would be far better qualified with their previous work, first degree & Masters, and then the PhD topic they were undertaking with me (it was part of an AHRC-funded project back in the day when you could add a PhD studentship to your large grant application). I was very direct, and suggested taking up intern opportunities, training etc offered through our institution.
However, at our annual review, this student told me that all they were interested in was an academic post, not museum work (or other suggestions I had made which are good careers for a Humanities PhD) and what teaching could I offer them? I asked what modules in our department they could participate in or teach in - but they had not actually looked at our curriculum ...
I had another PhD student who is currently in a fixed-term post, but is refusing to contemplate moving, relocation, or even weekly commuting (I suspect it's a tricky partner, sadly, but I don't pry). I worry for them - I know they are anxious as their contract finishes in about a year, but there's only limited advice I can give, if there's a flat-out refusal - at the moment - to contemplate applying for a job that would take them away from home for longer than a day. I knew that there was already a difficulty about attending conferences away from home when they were a PhD student.
So, some of us do try! And most universities nowadays offer an array of training sessions or workshops or seminars about alt.academia. But if a PhD student is adamant that they want an academic post - well, all you can do is advise, and then they have to learn.