Constants are external inputs to a specification. All you know about them is what you assert in the assumptions. When you use the proof system, the assumptions are your axioms and if you don't have any, then it's really polymorphic. If you use the model checker, you'll need to supply the checker with a concrete -- and finite[1] -- set for all constants.
[1]: The one supplied with TLA+, called TLC, is powerful enough to model-check an expressive language like TLA+, but it's algorithm is rather primitive; it's an "old-school" explicit state model-checker. A more modern, state-of-the-art model checker is under research: http://forsyte.at/research/apalache/. BTW, modern model checkers are amazing. Some can even check infinite models.
[1]: The one supplied with TLA+, called TLC, is powerful enough to model-check an expressive language like TLA+, but it's algorithm is rather primitive; it's an "old-school" explicit state model-checker. A more modern, state-of-the-art model checker is under research: http://forsyte.at/research/apalache/. BTW, modern model checkers are amazing. Some can even check infinite models.