The Axis
Generally speaking, if they provide an earth terminal, it is intended to be used. But there is also the possibility of "ground loops".
The rule should be to have everything tied to ground at the highest upstream point and all grounds spread out serially from that point with no points where a loop current can occur. Sometimes it is hard to know without studying the schematics of your equip. groundings.
Try checking continuity between the preamp case and the next unit upstream's case and see if it is grounded without an additional connection. if it is, don't connect one. If it isn't , connect one...or just ignore it unless noise is actualy a problem.
Rick