How to Ground When No Spot for Wire/Screw
There are two simple ways to connect a ground screw to the box, a screw or a grounding clip.  



If there's no threaded hole for a ground screw, a clip is the easy way to go, rather than drilling and tapping the box.  

However, without a ground wire, the box itself may not be grounded, so understand that clipping the ground wire to the box might not do anything.  

I can't quite tell how the wires are fed into the box.  It's possible that the box is fed by an armored cable and the armor is an effective ground.  It's also possible that the ground wire is attached to the strain relief fitting that secures the cable jacket to the box - that's an old method I come across from time to time.  But it's possible the box is just not grounded.