I had the same problem. This is a CF structure, not an object, so you do not have a constructor. You can use CFSocketCreate.
Some people think so:
let socket : CFSocket = CFSocketCreate(_ allocator: CFAllocator!,
_ protocolFamily: Int32,
_ socketType: Int32,
_ `protocol`: Int32,
_ callBackTypes: CFOptionFlags,
_ callout: CFSocketCallBack,
_ context: UnsafePointer<CFSocketContext>)
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