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There are three main purposes of grounding the station. 

1. Safety of the user. 

2. Reduce RF in the shack. RF can create noise or other problems in the radio room as HF frequencies are created by radio components such as the tuner or resonate wavelengths from coax or other components, 

3. Protect (but not completely eliminate) the risk of destruction from lightning, 

The HF radios, tuner, and Alpha Delta switch are connected to a ground bar with flat braid. The ground braid goes outside to the grounding system.

Please follow your local and state electrical codes when developing a station ground. My station is grounded using two 8-foot ground rods that are bonded together using 4-gauge wire six feet apart. 

One of the ground rods holds Alpha Delta lighting arrestors with arc type protectors. These are designed to blow like a fuse and ground the center of the coax to ground if they exceed specified voltage. The coax braid is always grounded in this configuration so that also helps with the station ground.