You can connect it to the GND or you can leave it unconnected also. The exposed pad does not have any electrical significance, and is not internally connected to the die. There is nothing electrically bonded to the pad on the bottom of the WSON package. Heat dissipation is also not a concern, even though the datasheet describes this as a heat sink slug. It is used to improve board-level reliability by attaching the pad to the board with solder.
Thanks and Regards,