so the correct answer is that *it depends on your system grounding strategy* but the most-often-correct answer is to tie them directly together. particularly if you're a hobbyist type, just tie them together and don't worry about it. but if that's not enough for you, continue reading...
for professionals, you'll want to study this book very carefully:
https://www.goodreads.com/book/show/19168165-electromagnetic-compatibility-engineering