It is connected. It's called a ground plane. Notice that unlike the power/signal traces the ground connection is not separated by black outline around it. that's because the entire area of the board(on that layer) that isn't a power/signal trace is ground.
Hope that helps
I now realize how dumb was my question.
That's the first time I see this kind of PCB. Coming from hand made PCB and breadboard prototype it wasn't obvious for me.
Ground is the reference point for measurements. Voltages can be +, -, or both, it depends on the design. If you want to have a lot of fun look at some complex analog designs. If you have more then one ground circuit you have more then one reference point (Hmmmmm!!!) you then have to define your reference point. The electronic devices need a reference point to communicate with each other regardless if it is digital or analog, It is very common to have several different ground reference points and wonder why it goes batty, that is why you consistently see connect the grounds. If in doubt measure the voltage difference between grounds, if you have one you found your problem. You can also power down and check using an ohm meter.
Even RF needs the ground although it can be derived as a ground plane because of the frequency involved. That is why radio, Tv and many other things work including your cell phone. When you measure RF you use different instrumentation then when measuring analog and digital signals. For a much better explanation try this link: Antenna RF Ground: Theory & Practice » Electronics Notes,
There is no such thing as a dumb question.
How can you can you ask like an expert without the knowledge and experience. Keep asking the questions, you will eventually learn. Surprise not all experts are actually experts.
Good Luck & Have Fun!
Gil