How to use Wiremold 700 Series Metal Surface Raceway (grounding, wire vs. cable)?
It can take its ground either from the underlying box or from a pigtail
From the installation instructions Legrand provides on their website for the 500/700 series products, I don't see any reference to an explicit grounding screw being driven, so it appears that it picks up its grounding from the underlying box being grounded.  If that's not possible, the bump at the top-left that doesn't have a mounting hole in the cover corresponding to it should be tapped to accept a 10-32 grounding screw and corresponding pigtail.
...but always uses individual wires
Surface raceways are designed to be used with individual THHN wires, just like their conduit brethren.  Furthermore, you have to obey the fill chart provided by the raceway manufacturer; if what you plan to run isn't a combination that's on the fill chart, you can't run it, as the irregular shapes of surface raceways mean that normal conduit fill calcs can't be used and the provisions of NEC 386.21 and the first paragraph of 386.22 apply instead:

386.21 Size of Conductors. No conductor larger than that for
which the raceway is designed shall be installed in surface
metal raceway.
386.22 Number of Conductors or Cables. The number of
conductors or cables installed in surface metal raceway shall
not be greater than the number for which the raceway is
designed. Cables shall be permitted to be installed where such
use is not prohibited by the respective cable articles.