How to set the parent socket?

Since it a function you need to override, you can look how it’s declared in the parent class. In AActor it’s a public function, so

.h:

public: 
virtual void OnConstruction(const FTransform& Transform) override;

.cpp:

void AMyClass::OnConstruction(const FTransform& Transform) 
{
	Super::OnConstruction(Transform);
// your code here
}