2 pole thermostat to 3 wires from wall
Your thermostat provides nowhere to attach ground, so you won't be attaching it to anything, unless the junction box is metal, in which case it must be attached to the metal box.
The white wire is being used as a hot, and needs to be re-marked by wrapping it with black tape.
NEC 110.3(B) says you must install the item according to its labeling and instructions.  That means you must read them :)
You have the heater version of a &quot;switch loop&quot; and it can only support 1-pole thermostats.  That's not necessarily failure.  However, each 2-pole thermostat treats that situation differently.  Some have instructions on how to wire it. (use one pole? wire both in series? IDK, check the instructions).   Others say not to do it. Others can't do it, e.g. almost any thermostat with onboard smarts that needs power.