Grounding a soldering iron
No rocket science there - in the simplest case you just take wire, and mechanically connect(no soldering obviously :-) ) it somewhere to your iron, and make sure you 0Ohm resistance between other end of the wire and the tip.

Then connect other side to your grounding - if you don't have one, you should call for electrician to make one - there is no universal way to do it yourself.

But personally, I solder FETs without any grounding, and noone ever failed. 

You should only be really worrying about grounding when you work with fragile very high-frequency ones - they indeed are too easy to kill, unlike the majority of FET's and IC's.