Please take a look at the reference from ryan above:
My experience is that you do need the ground connected.
Thanks, I thought so - you need ground to keep electricity flowing. 
my second question after this is: “where”?
My Led adapter differs from ryan’s in a sense that it does not have a place to connect the ground:
Hmmm… weird. No soldering point for GND on yours like on my LED adapter board.
It should be possible to connect GND to one of the points on the image:
