a sock or sponge will limit what the corals get back to feed on, best not to use either. there are many systems with a combination (sump,wet/dry,refugium). my experience is not good, to many problems. though it is possible, personal preference. imop i would keep them seperate for less hassle.
the return pump to the tank should be on the opposite side of the skimmer to keep the micro bubbles from going back to the main tank. refugium flow is supposed to be slow, which can be a problem having a sump refugium combination. under my tank i have a 15 tall as the refugium that drains into the wet/dry. the tank drains into the wet/dry. the skimmer is exteranal that drains into the wet/dry. and the main pump comes from the opposite side of the skimmer outlet. space is limited under most tanks, but the right combination is possible. i dont have a sump that is just the sump, and i wish there was room for it. | 
