The GND connections available at the screw-terminals and DB25 connector provide a common ground for all LabJack functions.
They are all the same.
Caution should be used whenever making connections with systems that have their own power source.
It is normal to connect U12 ground to other grounds to create a common reference,
but the risk is that the U12 ground will become the preferred ground for the other systems and they could try to send high currents into the U12.
To prevent this it is often a good idea to put a 10-100 ohm resistor (or even a fuse) in series with GND on the U12 and any grounds from active systems.