The ground wire is part of the cord coming out of the turntable (i.e. there should be two RCA plugs and a spade connector) the spade connector is the ground that you attach to your phono stage or pre-amp. It may sound better with or without the ground so try it both ways. Page 7 of the DP-29F manual is pretty clear in this regard.
https://www.manualslib.com/manual/38508/Denon-Dp-29f.html?page=7#manual
https://www.manualslib.com/manual/38508/Denon-Dp-29f.html?page=7#manual