Any kind of training or tutorial in NHL 25

Unfortunately no, there is no tutorial mode. There is a team practice mode that you and your son can be a part of together to practice vs AI in 2v1 or 2v2 or even 1v1 against each other, but there is no tutorial for teaching the game. Only a controls screen showing you how to do 90% of the moves in game.

It used to be available while the game was downloading. Ray Ferraro would show you all relevant game mechanics in a fun interactive tutorial.

They stopped doing that years ago and then last year they introduce a whole new control scheme and exhaust system but somehow don't feel the need to provide any tutorial content whatsoever... Simply astounding 

At one point it was forced on players when they booted up the game for the first time and the mainstays found it annoying - It eventually became pretty streamlined and I think even optional but it was outright removed either last year or the year before that.
All I can really recommend is looking up tutorial videos on Youtube and maybe the in-game control scheme pages for a text based guide