It depends on the application. 

When using just the extension cords, you do not need to use a ground rod. (If you have a bonded neutral portable generator. This can be found in the owner's manual.)

When connecting to an electrical panel (building electrical system, manual transfer switch, RV, etc.) you need to connect your generator to a ground rod. 

Ground rods must be pounded into the earth, then connected to the ground lug on the generator via a ground cable. The rod must be at least 8ft into the earth.

We strongly recommend that you check and adhere to all applicable federal, state and local regulations relating to grounding.