Attaching ceiling ground wire when fixture socket does not have the green screw for attaching grnd wire
Is the fixture made of metal? If it does not have external metal components (such as a case or cage) then it would have no use for a safety ground. The safety ground is connected to conductive surfaces that shouldn't normally carry power, but if you don't have conductive surfaces then it is not applicable.

However, if the fixture does have external metal components but simply lacks a screw, you can ground it by creating a conductive path between those metal components and your ground wire. If your electrical box is metal, you can do this easily by ensuring the box is grounded, and then using metal screws to attach the fixture. Otherwise, you need to bond a ground wire to the fixture. This might be doable using one of the existing screws/attachment points. Otherwise, you may need to drill a hole in the fixture, tap it, and install a ground screw and pigtail.