Looking at the transformer diagram in my opening post, it shows a wire labelled as E (Shield Wire - Green/Yellow).

I will be grounding the enclosure of my power supply using the earth from the mains. Do I also connect the wire labelled E to a grounding point on my enclosure?

What purpose does this "E" wire coming from the transformer serve? Can an example be provided in terms of what could go wrong and a safety benefit in connecting this wire to a grounding point on the enclosure.

Thank you

Edit: I accidentally started a new thread. So I have attached the image to this post.

 

Depends on what equipment you are installing in, most machine electrical enclosures have a point where the service ground is taken to, this is where you should take any Ground wire coming off the transformer, it is just to make sure the core shield is grounded properly, some have a metal shield between pri & sec..
Is this a 120vac-secondary control transformer?
It is a good idea to set up a Star Ground point where you can take all system grounds and shields to.
You can see the shield I mentioned in your added Dwg.
Max.

 

Depends on what equipment you are installing in, most machine electrical enclosures have a point where the service ground is taken to, this is where you should take any Ground wire coming off the transformer, it is just to make sure the core shield is grounded properly, some have a metal shield between pri & sec..
Is this a 120vac-secondary control transformer?
It is a good idea to set up a Star Ground point where you can take all system grounds and shields to.
You can see the shield I mentioned in your added Dwg.
Max.

It is for a +/-12V and +5V power supply that I am building. I will likely use a metal enclosure.
Yes it is a 120V ac control transformer.

What would be the advantage of grounding the core shield [i.e. what could go wrong and how can grounding the core shield help]?

 

It will operate without but you should still ground the core.
The transformer itself offers galvanic isolation, the shield offers some EMI or protection to inductively coupled interference between pri & sec.
http://www.automation.siemens.com/doconweb/pdf/840C_1101_E/emv_r.pdf?p=1
Max.