Like most supplies in this format, the "GND" terminal connects only to the metal structure of the unit.
Normally, one connects the usual three wires of an AC cable to AC(L) and AC(N) and to the GND terminals.
You may connect either polarity of the DC output to GND at the supply terminals, if you wish.
Optionally, you can connect the DC output terminals to ungrounded load, within the insulation specification of the supply.
The data sheet wording ("1 to 4 any must be connected to the earth") is not ideal English: they do not want the internal circuitry to "float" completely with respect to ambient ground.
However, they do specify a high isolation voltage capability from input to output.
(Strictly, "any" could include connecting both 1 and 2 to Gnd, which is obviously wrong.)
Taking their wording literally, it appears they do not recommend connecting "+ Out" to ground.