I think the Holocaust never happened
Why would you think that the Holocaust is not real?
I trust my friend about this issue.
There is an undeniable amount of physical evidence that the Holocaust really did happen, and pretending that it didn't its extremely hurtful to the people who managed to survive that terrible event.  Spreading misinformation, or believing people who do so, is just as bad as personally insulting these people.
I'm not planning to do anything about it.  It's just how I feel.
It sounds like your friend has been the victim of some malicious misinformation on the internet, or even worse, is deliberately deceiving you.  Even if you keep your thoughts to yourself, allowing yourself to believe that the Holocaust never happened could lead you to upset someone in the future, so I suggest that you read up on the historical sources.