Its been said.
Connect to the "other" battery. The wire connecting the two 12 volt batteries is plenty big to carry current.
Ground? For what? connect to pos and neg terminals, and use a circuit breaker, which should have come with winch.
Diesels have two batteries, yes for cranking power, but also for glo-plugs if it has that, which draw a lot of power. I have forgotten what year truck you have by now.
Do not try to connect a pos to one battery and a neg to the other battery, it will work, but you will be a laughing stock at the mud bog.