Soke is another honorific similar to sensei and works very much the same.
I believe it would be unusual to refer to the soke as such with when speaking to him. For instance, if I were training with Ikeda-soke and had a question, I might say "Sensei, Shitsumon ga" in my rather fractured Japanese, and then pantomime my question the best that I can. Then on the way back to my hotel, I would frantically call up my instructor and tell him what a wonderful time I had training with the soke. When he is teaching, the soke is sensei.
BTW, you can't make yourself a soke. I don't believe it is actually possible. Soke is a position you inherit, or are chosen for. You can create your own art, but then you would be considered the founder, and there is another term for that. While techincally you are the first leader of the system, the word for founder would be more appropriate than soke. If someone create's their own system, and then insists that other people call them soke, its a great big red flag.
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Iaido -
Breaking down bad habits,
and building new ones.