There's more than one method to ground your bed. You can manually connect a wire from your bed to a ground port of an electrical outlet, though you may have to install one, which can be a lengthy process. Another way to ground your bed is by using grounding sheets or purchasing a grounding mat.
Grounding bed sheets and grounding mats are supposed to work in the same way. They'll both have a conductive layer woven into the fabric, like copper, stainless steel, or carbon and will be connected to either a grounding socket or rod. The difference is, an earthing mat will sit underneath your fitted sheet (like a protector), whereas earthing sheets are designed to have direct contact with your skin in order to work.
As we've explored above, the benefits of this are unproven.