I can give you 2 very simple explanations 
First of all, the formula of work is actually: Work = Force * Distance * cos(angle)
when the angle, is the angle between the force vector and the displacement vector.
When an object is in a circular motion, the force is adjacent to its speed at any given moment.
cos(90) = 0.
Another thing about work, is that the work of a force is equal to the change in energy of an object:
Work = delta Energy
The energy of the rock is kinetic energy => mv^2/2
since we know the mass of the rock doesn't change, and the speed of the rock also doesn't change (otherwise the rock would quit this circular motion) - it's obvious that the change in it's kinetic energy is 0
(Change in Energy = Energy at the end - Energy at the beginning //<- Both are the same value).
Therefore, Work = 0.
I apologize for any English mistakes

First of all, the formula of work is actually: Work = Force * Distance * cos(angle)
when the angle, is the angle between the force vector and the displacement vector.
When an object is in a circular motion, the force is adjacent to its speed at any given moment.
cos(90) = 0.
Another thing about work, is that the work of a force is equal to the change in energy of an object:
Work = delta Energy
The energy of the rock is kinetic energy => mv^2/2
since we know the mass of the rock doesn't change, and the speed of the rock also doesn't change (otherwise the rock would quit this circular motion) - it's obvious that the change in it's kinetic energy is 0
(Change in Energy = Energy at the end - Energy at the beginning //<- Both are the same value).
Therefore, Work = 0.
I apologize for any English mistakes
