The ground lug on connectors is a metal bridge used as strain relief) or a metal loop/tab that electrically grounds the housing of the connector.
In my picture (by the way it's copyrighted and you should acknowledge copyrighted images!) the ground lug is the metal loop where the two black ground wires and the cable shield are soldered to. Any kind of wire will do.
On the connector pictured there are two ground wires, because separate wires were soldered to pins #3 and #7, rather than making a jumper between the pins, with only one lead out to ground the connector housing. The green wire is the actual ground wire in the cable.