This is the central theme, or "irony," of Nehamas's book: Socrates was interested in how to live, in what the good life was, and he was anxious to acquire knowedge of it; but he seems not to have needed the knowledge he sought to achieve the character he possessed. Isn't this an indication that if you want to live well it is not necessary to acquire philosophical knowledge of what the good life consists in?
Nehamas never quite recognizes this obvious inference from his chosen case study. What it shows is that practicing the "art of living" does not require an antecedent philosophical articulation of the components of a worthwhile life. Indeed, it is arguable that the Socratic demand for a definition of the virtues is methodologically misguided, since our concepts seldom admit of serious definition in terms of necessary and sufficient conditions. You can know what justice is without being able to specify counterexample-proof conditions for being just. Socrates was better at being a good man than at conceptual analysis; his life outshone his metaphilosophy.
Nietzsche didn't know what to make of Socrates. He loved him, and he hated him. His complaint against Socrates is that his conception of virtue is deeply mistaken. Socrates saw his own spontaneous nature as corrupt, and his reason as serving to suppress and regulate its unruly urges. Virtue is self-restraint, self-denial. Without his reason, trained and habituated to control his passions, Socrates would have been a bad man. Nietzsche protests: Virtue is not this kind of split in the self, a kind of inward war--that is the vile and sickly morality inflicted on us by Christianity, of which Socrates is the guilty precursor. Virtue is a harmony of the self, a unity in one's various faculties. The feelings must be virtuous in themselves, flowing freely from one's essential nature; it is not that they are corrupt until whipped and disciplined by hygenic reason. The Socratic vision of virtue cannot avoid self-hatred and internal conflict, recipes for unhappiness and vice. Nietzsche held out for a conception of virtue that human nature could live with.
I think these are worthy issues to discuss, and Nehamas presents them to us as live questions about how to live. Unfortunately, he has little positive to say about how to set about living a good life. He tells us to be original and not be shaped by the lives of others. Notably absent from his discussion is any idea that philosophers (or others) might be expected to offer guidelines for living that aspire to universality. And I would certainly suppose that everyone should aim to satisfy certain universal requirements on character and conduct: Everyone should be rational, fair, kind, unprejudiced, clear-thinking. And everyone should seek out activities that bring them personal happiness and fulfillment. It is just not true that there is nothing universal about the good life. Of course, there will be many idiosyncratic variations in the mode of life that each person exemplifies: Some will be intellectuals, some sportspersons, some financiers, some artisans, some heterosexual, some not. I would have liked Nehamas to have chanced his arm with some positive recommendations, intead of the bland and unhelpful "Be original" (as in--original in one's criminal acts?).