Heh! Okay, ignore previous answers.
path> nasm -f win32 Server\main.asm -i Server\
(note that the trailing backslash is mandatory!)
In its zeal to be "OS-agnostic", Nasm doesn't do very well in following you around from directory to directory. The easiest thing may be to specify the complete path to the include file...
%include "C:\path\Server\socket.asm"
... or whatever is appropriate.
Best,
Frank