Do I just run a wire from MS1, 2 or 3 to GND on the board Like the picture below?
Hello.
Those pins are internally pulled low, so you do not need to externally connect them to ground. If you want dynamic control over the microstepping mode, you can control them from microcontroller digital outputs. Otherwise, you can connect the ones you want to VDD to get the desired microstepping mode. For example, if you want half-step mode, you can use a wire to connect MS1 to VDD and leave MS2 and MS3 disconnected.
- Ben
So do you mean like this?
Yes.