We need more info.
Is this a separate building fed from another building? If so separate equipment grounding from grounded conductor is required. If reusing a feed that did not have an equipment grounding conductor there may be exceptions that will allow you to keep it that way - it likely had to be code compliant at one time or it will never qualify for the exceptions.
Is it feed from service? If so then you do connect the grounded conductor to a grounding electrode - it is a two wire service - not real common, but possible.
Separate building needs grounding electrode in most all cases - some exceptions for building fed by individual branch circuit or multiwire branch circuit.