How do you actually ground an object?

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I'm making a small capacitor for a project at uni, where I'll be encasing the whole thing in a metal box for shielding, which needs to be grounded. However, I don't know how to actually go about doing this? The device will be indoors, so I can't just throw a steak in the ground. Any advice is appreciated.
 
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Define "grounded"?

"ground" can mean two things: it is either the reference point in a circuit (the point which -by DEFINITION- has the potential V=0), or the safety ground of mains (which should also be the ground of the building). Note also that nearly all instruments with BNC connectors will have the other part of the connector (the shield) connected to mains ground.

Hence, if it is the latter just connect your box to the ground on a measurement instrument.

Note that it is actually quite rare that you explicitly have to ground something using e.g. an extra cable, if you are using coaxial cables (which is very common in labs) the ground happens "automatically" because the shield is grounded (which btw is not always a good thing)
 
Proper labs should have ground connections somewhere.
Some types of wall-plugs have ground connections, and power supplies can give a safe connection to that.
If that is not available, you can look for radiators, water pipes or similar things connected to a lot of metal.
 
Being "grounded" just means you're just connected to some large well which is at a low potential. It doesn't have to actually be the earth.

For example, if you're charging a car battery and one of the cables is a ground, you would just clamp this to the frame of the car. The frame is a big piece of steel, which acts like a reservoir and can soak up some charge if the battery were to short or discharge for whatever reason. Because the frame is very big compared to the amount of charge the battery can push around, the potential of the frame won't change very much if something goes wrong.

So, any large piece of metal in the lab should work - a filing cabinet, a metal table, whatever, so long as your capacitor isn't storing too much charge.
 
So the consensus appears to be I just need to attach it to a conductor that is, roughly speaking, a fair bit larger than my apparatus. Do I have to do this in any fancy way, or could I do something as simple as taping a wire from the casing to a large metal object?
 
In many countries the electrcal wall outlets provide an earth. So you can just connect a plug to a wire attached to the equipment you need to earth.

However... Sometimes it can be more dangerous to have lots of earthed metal around than no metal at all. It's quite possible for a so called Earth to actually introduce a hazard.