We usually have 3 wires in the outlet: L (line), N (neutral) and PE (protection earth). It is pretty common that the N is tied to PE in the distribution board or power plant.
If the device has a conductive case, this case should be connected to PE to make the device safe for a human.
However, I still have a question: should be signal ground network connected to PE or not? Or should it be connected through, let's say, a 10 MΩ, 1 W resistor?
If the device doesn't have galvanic isolation there should not be any connection between SGND and PE, right?
If there is a galvanic isolation the question becomes tricky for me. For example - if it is a RS-485 transceiver - I should have a return path for differential pair. This means that the isolated signal grounds of the transceivers should be connected to each other. This connection can be done through a third conductor in the cable or - if it is absent - it can be a PE, right? So in this case I should directly connect the SGND to PE.
I suppose that in some cases SGND should be connected to PE through a 'big' resistor (for example 1 MΩ 1 W) to prevent the circuit from floating (to drain the static or any charge).
I examined some similar question on Stack. I was able to find (one, two, three). They have some useful information which I included in this question, but they actually asked for some particular cases (say RS-485 usage in the first question) and don't have general information on the subject.