Did you ever see a video of a proto-boeing-787 flying before the testbed version of a boeing-787 flew? No, you didn't. Why not? Here's a craft that is designed to fly in earths atmosphere, and they never even tested it before building it!
The answer is that computers and wind tunnels are fantastically good at reproducing the behaviour and environment of flight envelopes, so there is just no need to build a huge physical prototype outside of perhaps scale models for use in wind tunnels (even that is done by computer now).
Why do I talk about aircraft? There is a strong link between aviation and spaceflight, hence the name aerospace. A different atmosphere, a different environment, but that's just variables in a computer simulation.
As an aside, anyone who has ever played Kerbal Space Program can attest to just how realistic a "simple" game can be in reproducing most of the complexities of space flight and interplanetary travel/landing.
Back to Curiosity, there is a great youtube video which describes the process used to land Curiosity, it's the first 5 minutes, well worth a watch.
But you're right, it never shows a trial on Earth, and why would they? It's a different atmosphere, it would be hugely costly to take it to lower earth orbit only to drop it back down again in the wrong environment. And once again, a computer simulation can do it much better, and for a fraction of the cost.
All in all, as with any conspiracy theory we need to apply OccamsOccam's Razor. What's the simplest explanation? Did they:
- Fake the actual rover
- Fake taking it to Mars
- Fake land it
- Fake every picture and scientific discovery
- Silence all the thousands of engineers, scientists, mission controllers, etc etc
- Silence their critics (who would love to shout about how much of a waste of money space exploration is)
or did they:
- Use some really smart people
- Use some cool technology
- Actually land a small-car-sized bit of tech on Mars
It's actually simpler to just do it for real!