Not all heating systems are grounded to the earth. Check your system out. Many hardware stores have a wall plug tester that can check a 3 prong plug. The center round prong of the120 volt plug is supposed to be grounded to earth. Use the tester to check your outlet. Then use an ohm-meter to check resistance to the heating system. It should read zero ohms ( 0.0 ).
Yes, there must be contact to bare metal so you would need to scrape the paint. Then the wire must be securely clamped to the metal. Again, use the ohm-meter and check for zero ohms resistance.
The best earthing possible ( if you can ) is to go to the beach and sit or swim in the water.