mysql.sock not generated when starting MySQL server using XAMPP
I have BAD NEWS and VERY BAD NEWS

BAD NEWS

Connecting to MySQL via the socket file is a Unix-only protocol


  This option explicitly specifies a protocol to use for connecting to the server. It is useful when the other connection parameters normally would cause a protocol to be used other than the one you want. For example, connections on Unix to localhost are made using a Unix socket file by default:

shell&gt; mysql --host=localhost

  
  To force a TCP/IP connection to be used instead, specify a --protocol option:

shell&gt; mysql --host=localhost --protocol=TCP

  
  The following table shows the permissible --protocol option values and indicates the platforms on which each value may be used. The values are not case sensitive.

--protocol Value   Connection Protocol                              Operating Systems
TCP                TCP/IP connection to local or remote server      All
SOCKET             Unix socket file connection to local server      Unix only
PIPE               Named-pipe connection to local or remote server  Windows only
MEMORY             Shared-memory connection to local server         Windows only



Therefore, MySQL for Windows does not create a socket file and you cannot connect with one.

The closest protocol you want to use like a socket file is the named pipe


  On Windows, you can force a MySQL client to use a named-pipe connection by specifying the --pipe or --protocol=PIPE option, or by specifying . (period) as the host name. If named-pipe connections are not enabled, an error occurs. Use the --socket option to specify the name of the pipe if you do not want to use the default pipe name.


VERY BAD NEWS

I have an old posts where I mentioned that certain builds of mysqld.exe supported named pipes but are no longer being distributed : 


Oct 15, 2014 : How to check/change MySQL named pipe settings?
Sep 27, 2011 : MySQL-NT is crashing frequently


As I said in How to check/change MySQL named pipe settings?


  Do yourself a favor and do not enable it since there is so little documentation on using this protocol. It was originally meant for Windows NT (Not There).


SUGGESTION

Connect with TCP/IP instead of trying to work with named pipes