Wrapping wires around the socket's leg and gluing might work but won't be reliable. It will be much better to solder sturdy wires to the socket. Or solder flying wires to the socket and take them to the breadboard.I still don't have a way to extend the legs on my stereo output programming socket so I tried to use hot glue and add a wire to the end of it but that didn't go very well?
Or solder the socket to an off-cut of vero-board or stripboard and add 0.1" header pins to that.
Or just buy the AXE029 Breadboard Adapter designed for the task -