Must exposed pad (EP) for thermal dissipation be connected to ground for testing on breadboard
It depends on the internal design of the part. I have seen parts where the exposed pad MUST be connected to ground and others where it isn't necessary for proper operation. (Though ground is a convenient thermal sink.)

In this case the data sheet specifies that it should be connected to ground, so I would go with that.  If you want to breadboard without a PCB (which isn't really advisable) you could solder a heavy gauge wire to the pad and ground it.  That should help with thermals too, but you will have a thermal problem if you want to run the part anywhere near its limits.