The claim comes via Plato in his book Euthyphro. Plato often put his own words in the mouth of Socrates, but this sort of detail reads like it came from the real man. The odds are good that the real Socrates did claim to his friends to be descended of the great inventor.
This might sound weird, but it is typically Greek. Important Greeks regularly claimed descent from a great figure out of myth. Who you picked for your ancestor said something about you. The family of Alexander the Great for example claimed descent from Heracles. Alexander himself went one better and decided Zeus was his own father. So when Socrates claims the clever Daedalus, he is actually saying that the attribute he wants most to emphasize about himself is his own intelligence. It might even have been a family tradition.
As is well known, Daedalus decided to skip town when things went pear-shaped for his boss King Minos. Daedalus flew off into the sunset, to land in Athens, where he remarried and had kids. Daedalus therefore died an Athenian. In Athens, Daedalus is credited with having invented sculpture.
Now the father of Socrates (and Nicolaos) was Sophroniscus. By popular tradition Sophroniscus was a “polisher of stone”, which is code for a sculptor in marble. In the books I’ve accepted the tradition as true in the absence of anything better, though there’s a fair chance it’s apocryphal; the family trade isn’t mentioned anywhere until the following century. Since it was normal for a man to claim as his ancestor someone related to his own trade, it would be very reasonable for Sophroniscus to have told Socrates (and Nicolaos) that Daedalus was their forbear.
This isn't a spoiler, I haven't used this little factoid anywhere in the books, but since I never knowingly break history, it must by definition be part of the Nicoverse.