You're looking at the problem from the wrong angle. The problem is not with your colleague violating copyright on a piece of academic software. The problem is that your lab hasn't purchased the necessary tools to complete whatever line of research you're currently pursuing.
Here's what I would personally do:
- Ask the student what license they're currently using and if they need the lab to provide one.
- Talk to your supervisor about purchasing a license for the lab. Since there's a free academic license for that particular software, I presume a full license for an academic institution shouldn't cost an arm and a leg.
- Once the license is purchased notify the student and ask them to replace the license with the one from your lab.
That's it. No need to point fingers or accuse anyone of misconduct.