You don't - you compare it to "standard of care" (antidepressants, CBT, etc.).

If we can compare an inferior treatment to placebo, and we can compare a breakthrough treatment to this established standard, we can evaluate the new treatment.

In the Good Friday Experiment they used niacin for the control group.

https://en.m.wikipedia.org/wiki/Marsh_Chapel_Experiment

you'd be surprised, people can be super suggestable and think they're high when they're not, especially when they don't have any former experience of the substance.

The published papers are probably excellent reading material :)

Read the studies. They definitely use placebos.