The term terrestrial is typically applied for species that live primarily on the ground, in contrast to arboreal species, which live primarily in trees.
There are other less common terms that apply to specific groups of terrestrial animals:
Saxicolous are rock dwelling creatures. Saxicolus is derived from the Latin word "Saxum" which means Rocks.
Arenicolous creatures live in the sand.
Trogloxenes (or Troglobites) predominantly live in caves.