since the update, it has changed.
In order to fill up sockets you need 4 things.
First of all, your armor, with empty sockets, once socketed, its permanent.
Secondly, this depends on the grade of your armor.
Shadowsteel/bluestin

force core low
Titanium/shadowtitanium

force core medium
Osmium/shineguard/mystic/terragrace

force core high
SIGmetal/drei frame/mithril

force fore highest
these cores you need. Its better you have more of them, it improves your chance of succes. You can use from 1 to 10 of these cores each socket. Max % of succes is around 75 I think, with 10 cores.
Thirdly, you need option scrolls.
When you socket an armor suit, its pritty normal to put hp inside the socket, so again, depending on your grade of armor, you will need armor option scroll from low to highest (see grades, same with cores)
Make sure it is armor option scroll, not weapon.
And lastly, you need alz, socketing isnt for free ^^
The higher your grade of armor is, the higher the price. And the second socket will be more expensive than the first
Ah, and you need to do this at the core alchemist, found at pl/gd/bi/ds
Hope this helped.
Greetz