The Never type cannot be constructed (the Basics module hasn't exported its value constructor and hasn't given you any other function that returns Never either). There is no value never : Never or a function createNever : ?? -> Never.
This has its benefits: you can encode in a type system a possibility that can't happen. This can be seen in types like Task Never Int which guarantees it will succeed with an Int; or Program Never that will not take any parameters when initializing the Elm code from JavaScript.