Update: Edited to incorporate new information from an updated datasheet.
The datasheet for the device makes no specific representation of the heat sink tab, as to whether it is internally connected to anything or not. The newer datasheet for the component specifically mentions that the heat sink tab is connected to Pin 2, i.e. Output. Many voltage regulators do have their heat sink tab connected to the ground or output pin, but this is not guaranteed.
The following generic approach still applies:
In such a situation, one would simply use a multimeter between the heat sink tab and each of the leads, to confirm whether they are internally bonded. To avoid a false positive due to some internal diode junction, one would use both resistance readings, and diode readings in both directions, for each of the 3 leads.
This will establish whether the heat sink is internally connected at all.
Whether the tab is connected to anything or not, as a general practice one would not need to ground the heat sink - it is simpler to leave it not grounded. That way, accidental contact with a test probe or some wire connected to a powered part of the circuit would do no harm.