A ground wire is not included because different localities and regulations dictate what ground wire (size, type, etc) is required by local CE/code. Also, some ground wires need to be exceptionally long and to include the wire with the AP would greatly increase the cost of production, shipping costs, etc which get passed on to the buyer. Finally, it's not common industry practice to include ground wires from any vendor.
Regarding where to ground on the AP, if you look at the installation guide, there is a specific lug right between the two ethernet connection ports for the ground. The other end should be installed or attached to the building's 'common ground', grounding from the AP to the moutning arm is not likely sufficient unless the arm is mounted to a metal building and local codes qualify the entire building skin as common ground. If it's mounted to brick or stucco, etc, then it would not be grounded.
Hope that helps.