You can't convince somebody who believes the holocaust is a "Jewish conspiracy" because their beliefs are not grounded in facts but in prejudice. They are, not to put too fine a point on it, antisemites and they will reject all the evidence you care to present. Eyewitness testimony by survivors? Lies. Statements by perpetrators? Coerced, possibly obtained under torture. Pictures (very very few exist of the actual atrocities as it was strictly forbidden to photograph any killing of the Jews, whether by shooting or gassing)? Forgeries. Official nazi era documents? Forgeries. Aerial photographs of the camps by Allied aircraft? Doctored. And so on.

It is not difficult to find information on the Holocaust online. Two good starting places are the websites of the United States Holocaust Memorial Museum and Yad Vashem. Both have all the kinds of evidence I listed above available. If your friend cannot find anything that convinces him, that is not a measure of the lack of evidence, it is a measure of the tenaciousness of his prejudice.

hi! FYI, you might pick up a few ideas from the FAQ section on Holocaust Denial