How to prove to my friend that aliens have never visited earth
I don't think you can prove that aliens have never visited Earth. It's theoretically provable if one had a time machine, but without one, we can't really prove that aliens didn't visit Earth (say) 2 billion years ago. The physical evidence would be long gone (especially with plate tectonics).

What you can say is that the burden of proof is on the person making the assertion. The null hypothesis is that aliens have never visited Earth. If your friend asserts that aliens have visited then the onus is on him to provide proof. If you can refute all the proofs he brings up, you can argue the null hypothesis remains the one to believe.