The './node_modules/websocket-server/lib/ws/connection' is a path; if you open your "nodejs" folder, there should be a subfolder called "node_modules". Inside that should be a "websocket-server" folder, and so on and so forth.
If you did "npm install websocket-server" and there were no errors, but you still didn't get the "ws" subfolder, then something has gone seriously wrong.
Can you verify that there is a file called "connection.js" in "node_modules/websocket-server/lib/ws"?
My guess is that your server is saved in a subfolder of its own, rather than right under "nodejs" (which is what the workaround assumes). My own server was saved in a folder called "websocket_test", so I had to change the one dot ("./") to a two dot ("../").
What's the full path to your server? Here's mine, so you'll have it for comparison:
C:\\Program Files (x86)\