I will add little bit more to your confusion. Microsoft.* prefixed assemblies / namespaces are usually either very specific to some language or not part of .NET framework (shipped out of band (or prototypes)).
Assemblies / namespaces shipped with .NET framework usually start with System.*. There are two namespaces containing features related to WebSockets in .NET 4.5:
System.Net.WebSockets– implementation of WebSocketsSystem.Web.WebSockets– integration of WebSockets with ASP.NET
I haven’t see System.ServiceModel.WebSockets but I think there was some prototype named Microsoft.ServiceModel.WebSockets