He is part of the grand tradition of invisible (not shown) TV characters.
Although he was never seen on screen entirely, he has been mentioned in many episodes. He has a large family, and most of his family member's names are related to their jobs (Taylor's a tailor, Rob's a burglar, Otto's a car salesman, Bernie's a welder, Isaac's an optometrist, Tyler makes ties, etc.). Spencer and Socko seem to be really good friends, considering they have their own jingle for birthdays as demonstrated in iFight Shelby Marx, and Spencer made him a huge cake shaped like a sock, too, in iStakeout. There are many more moments of friendship between Spencer and Socko. (see: Spocko)
While Socko is never shown, at least not entirely, some of his relatives are; his uncle-in-law, who is a psychiatrist, appears in iSpace Out, where he gives Spencer help when Spencer believes he's gone crazy after seeing a mysterious little girl. His cousin, Rob, appears in iGive Away, stealing back the couch.
In iReunite with Missy, Spencer was going to go camping with Socko and two girls they met in a junkyard.
There is only one scene in iParty with Victorious where Socko is partially seen when he lends Spencer a van. In the beginning of the scene, you can see Socko's right arm extend to hand Spencer the keys. Spencer quickly closes the door afterwards, so that no more of Socko's body is seen. This is the one and only time Socko (though we did not see his face) has ever appeared onscreen. It also appears to be that he is wearing a dark shirt, like a grey or black. This is because there is (if you look close enough) a little shape that seems like the edge of a shirt near the border of the door to the apartment. Socko seems to be shorter than Spencer, by looking at the height of where his arm is at compared to Spencer's.
In Freddie's Blog Socko's family word search, He says: "And you know what I just realized? In all the years we've been doing iCarly, Spencer's friend Socko has NEVER been on the show. (He's an awesome dude but kinda camera shy.)"
Spencer and Socko have been friends since at least high school, and Socko's possibly one of the few friends Spencer has who's the same age as him, since Spencer's shown to spend a lot of time with his sister and her friends, and it's a running gag on the show when Carly and her friends comment on Spencer rarely hanging out with people his own age.