"They have never eaten a deep-fried dough stick."
吃 is just the verb “to eat” – but as you may already know, Chinese verbs are not marked for tense. So 吃 by itself could translate to English “eaten” given the right context. 过 is a suffix which adds the meaning that we’re talking about the experience of doing something before. So 吃过 “have eaten before”.
Based on Duolingo's own instructions up to this point, the answer provided means, 'They didn't eat a deep-fried dough stick', and the correct answer should be 他们从来不吃过油条. I can't speak to which is better Chinese, but the translation simply does not correspond to what the course has taught regarding the proper rendering of 'never', 'have' as an English perfect marker, and 没有. Either the translation should be changed, or the course content should be adjusted to make clear the proper grammar of these sentences.
The negative version of the “past experience” suffix 过 is formed with 没(有) rather than 不 (and also maintaining the suffix): 没(有)吃过 “have/has never eaten”. *不吃过 is ungrammatical. (The 有 can be omitted in colloquial speech.)
But you’re right, you can add 从来 to add more emphasis: 从来没有吃过 means the same thing as 沒有吃过, there is just more emphasis on the fact that the subject has never ever done that before.