Know & would have never, would never have...?

I teach English Conversation in Japan at a Jr. High and High School, and have a question. In the English Grammar books used by my school, they teach the following: Do you know this toy? Do you know this book? Can you use the word know in this way? I think both are grammatically correct, but the meaning is a bit funny to me. I would say: Do you know about/of this toy? Do you know about/of this book? etc... Also, are both correct: I would never have said that. I would have never said that. Thanks, Cheers from Japan