Configure your DB connection in the 'Manage DB Connections dialog. Select 'Standard (TCP/IP)' as connection method.
See this page for more details http://dev.mysql.com/doc/workbench/en/wb-manage-db-connections.html
According to this other page a socket file is used even if you specify localhost.
A Unix socket file is used if you do not specify a host name or if you specify the special host name localhost.
It also shows how to check on your server by running these commands:
If a mysqld process is running, you can check it by trying the following commands. The port number or Unix socket file name might be different in your setup. host_ip represents the IP address of the machine where the server is running.
shell> mysqladmin version
shell> mysqladmin variables
shell> mysqladmin -h `hostname` version variables
shell> mysqladmin -h `hostname` --port=3306 version
shell> mysqladmin -h host_ip version
shell> mysqladmin --protocol=SOCKET --socket=/tmp/mysql.sock version