Properly grounding equipment with a ground screw
Grounding of metal cased equipment is most often done for safety reasons, rather than ESD protection. If a fault occurs inside the equipment that places line voltage on the chassis, the voltage is shunted to ground and will trip the breaker on the circuit. This protects you from accidental electrocution.

Edit: Since this is powered by a brick, safety grounding is unlikely. For ESD protection, the wire can simply be connected to any suitable earth ground. I would suggest whatever method you find most esthetically pleasing.