If the footprint drawing is correct, it looks to me like a shielded potentiometer wiring (maybe EH stands for "External Housing"?) for blocking interference in an electronic layout.
So yes, if you're using it for some sound application it could go to ground if it's your concern.
Anyway, in doubt just use a multimeter and see how it works, not a hard thing to do...
I think those are probably for physical strength, holding the pot more securely to the PCB, and not for any electrical purpose. You could isolate them or connect to a ground plane, if that provided and useful shielding, I guess.