Artisans cannot add sockets to items. That information about the jeweler in the game guide of our website is erroneous and we're in the process of updating it.
Socketing was a feature that was in the game very early on, but ultimately it didn't end up enhancing the play experience as we had hoped. Instead it just kind of felt like a chore. It's a really good feeling to see an upgrade drop, equip it, and keep moving on. When adding sockets to items was inserted into that equation, it made it feel mandatory to return to town every time an upgrade dropped to pull the gem from your current item, add a socket to the new one, and carry your gem forward. There's already a little bit of this in Diablo III with gems, but the fact that you can make a choice in most situations on whether or not to use a socketed item makes a big difference. As another consequence, the ability to add sockets made the random rolling of a socket as an item affix feel kind of crappy. And given the way items and stats are generated in this game anyway–you’ll virtually never get the same item with the same stats twice–we don’t currently feel there’s a major lack of customization depth.
Adding complexity to systems isn't a problem for us, but it has to enhance the gameplay, not add to it an element of tedium just for the sake of intricacy. Ultimately this is why adding sockets was pulled. Now, if we feel down the road that the item game needs some new flair, we'll absolutely consider additional customization features (such as enchanting or socketing). But we have to make sure they're designed in such a way that the game is enriched through the added complexity, without creating a convoluted item system that detracts from the initial excitement you feel when you get an epic new weapon or piece of gear.