Grounding an Integrated Amplifer

I'm know very little about electrical topics, so I'm hoping someone can help.

I recently acquired an amplifier that has a ground connection on the back panel.  The manual specifically states that this unit must be grounded.

The power cord connection is a 15 amp 120 Volt three pronged power connection.  Given that it's three pronged, I thought the amplifier would be grounded (positive, negative, and ground).

What would be the purpose of the ground connection at the back of the amp?

I live in a high rise tower, so I'm not sure how to go about it.  Can I simply purchase an extension cord from Amazon....and assemble it so that only the ground wire is active....and then hook up the bare ground wire to the ground connector on the amp; this would effectively hook up the ground from an electrical outlet directly to the amp.  

Any help or perspective on how to proceed would be appreciated.