Need help on grounding a milling machine

you could use one of the switch mounting screws for grounding purposes.
there should be 4 wires going to the motor, the 4th wire would be the ground wire- but that is absent
 
You should probably mount your vfd in a separate box mounted near or on your mill. They don't like lots of dirt or oil and chips . There you can add a ground lug to tie them all together . If you watch some YouTube videos on vfds you can learn ALOT. Real.good price on the mill and welcome to the site.
 
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