mysql.sock
is a socket file and will only appear while your MySQL server process (mysqld) is running. Start your MySQL server process and it will appear where ever the configuration for mysql indicates. The location of the socket file is defined in your mysql configuration file, typically this is found at /etc/my.cnf
on linux machines, but on OSX it depends on where your mysql is installed.
When you find the my.cnf file you can look for a line like this to confirm that it's indeed meant to be created in /tmp:
socket=/tmp/mysql.sock
Note: A socket isn't a file in the traditional sense. It's basically a named pipe used for communication between processes on unix-based systems. It will appear to be 0 bytes and only be present when the program creating the socket is running.