Nampon, the thin black wire from the input section of each module must connect to ground.
Shield, the braided covering around the input wiring must connect to ground, pull back some shield, twist it together, and then connect it to ground.
Typically, assuming a metal chassis, the standard way to build a NC-400 based amplifier is to connect the shield to the chassis, usually close to the XLR jack-yes, it can be connected via the screw holding the XLR jack in place as long as there is a good connection there (metal to metal, must remove any paint or anodizing at the connection point). And then connect the Nampon wire to chassis as well: I prefer to connect the Nampon via a switch, which can then be used to put the amp in a standby mode (switch off) which mutes the output. But in any case, both the shield and Nampon must be connected to ground, and the typical way to do that is to connect them both to chassis, and run a short wire from the XLR pin 1 also to chassis.