Most likely you will connect them together, in a nonisolated
positive ground-returned converter. But that is not as simple
in reality, as in "paper space".
Some nonisolated DC-DCs have true remote sensing. Here the
"ground" is passed through and load return current comes
back on the same "wire" and on to the prime source. If you
want the load, at some remote distance, to be the set value
across load-current range, you will connect the signal ground
(Kelvin -) to the load's local ground, and feedback to the load
as well, taking out forward and return I*R drop.
An isolated converter does not return current to the prime
source. But converter <-> load drops remain and you would
again attach feedback to load {in, gnd} points.
A converter without a designed remote feedback may have
little controller-ground common mode range before bad
things happen. A cheap integrated controller may attach
FET driver GND to analog GND internally and use one pin.
This becomes messy for anything but a very tight physical
design, and forces you to common them up and do your
best to minimize (rather than null) the drops.