I added this line to the index.jade file:
script(src="/socket.io/socket.io.js")
And somehow, he automatically knew how to maintain this Javascript file for my client. How it works?
Socket.io adds a request handler to the server. Cm:
https://github.com/learnboost/socket.io/blob/master/lib/manager.js#L90
The handler deals with any requests starting with /socket.io and processes them (for example, it serves the socket.io.js file from any place where the module is installed)