When set, the sockptr pointer will be passed to all future socket callbacks for the specific sockfd socket.
If the given sockfd isn't already in use by libcurl, this function will return an error.
libcurl only keeps one single pointer associated with a socket, so calling this function several times for the same socket will make the last set pointer get used.
The idea here being that this association (socket to private pointer) is something that just about every application that uses this API will need and then libcurl can just as well do it since it already has an internal hash table lookup for this.
When our socket-callback gets called by libcurl and we get to know about yet another socket to wait for, we can use curl_multi_assign(3) to point out the particular data so that when we get updates about this same socket again, we don't have to find the struct associated with this socket by ourselves.