Where do I attach the fixture grounding wire when no supply grounding wire is provided?
If you cannot route a ground wire (with continuity back to the breaker box)(to be preferred), you can supply the lighting with power from the LOAD side of a GFCI.  This is why there is a "No equipment ground" sticker in the GFCI packaging, which you should put on the outlet (if not hardwired) or on the under-cabinet lighting.

This would not create a ground, but it makes a safer alternative for a fixture within reach of a water supply (6 ft in IRC code).