De facto it works when configured directly in LocalSettings.php in $wgMemCachedServers, but the Web installer mandates the form IP:PORT or DOMAIN:PORT.

Depending on the Memcached driver, the Unix socket’s path must be written differently:

• if $wgMainCacheType = 'memcached-pecl'; then $wgMemCachedServers = [ '/run/memcached/memcached.sock' ];, see PHP doc for Memcached::addServer()
• if $wgMainCacheType = 'memcached-php'; then $wgMemCachedServers = [ 'unix:///run/memcached/memcached.sock' ];, see PHP doc for fsockopen and list of transports (specifically Unix domains) -- since the PHP implementation MemcachedClient uses fsockopen.

Whether MediaWiki officially supports Unix sockets (or more generally other transports like TLS, etc) should be discussed.

I see this was independently documented on Manual:$wgMemCachedServers, so perhaps this task could be marked as solved.