Since you mention that you need to wire your new shop, I am presuming there is no present wiring in place. If you don't already have an electrical distribution circuit breaker panel, you will need one. These come with a grounding lug inside the box and is where you connect your green ground wire. Once you begin running your EMT conduits they will be physically grounded and so will everything else if properly connected. Just make sure all your connections are tight but don't strip out any threads in the process.
Also make sure to install a ground rod if there is not one presently in your electrical system. If you are not familiar with these ground rods, they are copper coated steel rods about 1/2" in dia. x 10 feet long that are used for the earth ground for your system.You simply drive it into the soil near the electrical panel and connect a solid copper wire usually 8 ga., (there are special connectors for this called ground clamps.) or larger, from the rod to the ground lug in the panel. If you've never done this before, you can always check with the local building & safety dept. In my state, as owner/builder, I am able to do all this work myself, but administrative agencies vary from state to state. Make sure you use copper wire throughout, it's better in the long run.