Assuming you are putting this over a plastic box? Just drill a hole in the back, the ground screw will tap it's own threads.
It is going to a plastic box in wall, so by itself is not going to be grounded.
Does anyone know self grounding receptacle is meant to "get" the ground from the box, not to be "used" to pass the ground to the box? Electrically it all works but code is something else.