Effects normally uses "wall-wart" kind of power supply. Other names includes transformer adaptor or low voltage transformer. Such power supply normally only have a 2-core wire to the mains socket only. Mostly there is no provision to wire it to earth anyway.
These devices are normally manufactured not to require earthing, as the isolation is sufficient by itself. Noise is normally come from the pickup device itself. If you experience noise, try isolating it on your guitar end.
When you plug such device to an earthed appliance, like your amp. You would provide it an earth point via the common in your signal lead.
So no need to find way to earth such devices.