Yes, it is possible, and the given config is already correct*, as per rsyslog docs: http://www.rsyslog.com/doc/v8-stable/configuration/modules/omuxsock.html.
There is a mistaken assumption, however, in the statement "omuxsock ... was not creating any socket." omuxsock is not expected to create the socket; it expects to transmit to an existing socket. This is likely why @HBruijn suggested including the configuration "used to try setting up the socket".
Here is an example of such a setup in Python:
sock = socket.socket(socket.AF_UNIX, socket.SOCK_DGRAM)
This works with the configuration given in the question, and will block until it receives a message over the socket.
Note that omuxsock only supports SOCK_DGRAM, not SOCK_STREAM (which would have been Python's default in the example above), and thus is connection-less (think UDP not TCP).
*Assuming of course that some input mechanism has also been defined and that it's desirable for everything (not previously excluded) to be logged to the given socket.