For the CAN connection you typically use a two conductor shielded cable, the shield is the ground. The two insulated conductors are CAN HI and CAN LO. The braided shield connects to the CAN GRND at least at one end, but ideally at both ends and at any intermediate nodes. In your case it looks like there is a terminal for it at the Rotax end, but not at the Dynon end. So, at the Dynon end you can connect the shield to the Metal back shell of the connector. The purpose of this ground connection is to drain any EMF picked up by the shielding. Some cables have a bare third conductor that is in contact with the shield, which makes things easy. Most don’t, and you have to solder a short length of wire to the braided shield and then connect that pigtail to the ground terminal or back shell.
There is a video showing this on YouTube at the link below. This guy is making a daisy chain connection at a node, where two cables come together and pass through to the next device. At an end connection (termination) like you have, you will only do 1/2 of this procedure to get the ground tail soldered on. Make sure you ohm everything out when you are done to make sure you did not melt through the insulation and ground a wire out. I like to push the shield back so it expands away from the other conductors before I solder. You can also clip off a small piece of cable jacket and slide it up between the wires and shield to protect the wires from heat while you are soldering.
Lastly, make sure where you terminate at the Dynon there is 120 ohm terminator. Each END of a CAN buss needs a 120 ohm resistor, any intermediate nodes (when used) don’t get a resistor. I’m not familiar with the Dynon unit, but it probably has a built in or optional 120 ohm terminator, just be aware it’s required and check your Dynon Install Manual. I believe the Rotax end already has a 120 ohm terminator installed. To test this, once the cable is installed between the Dynon and Rotax units, the resistance between the CAN HI and CAN LO pins should be approximately 60 Ohms (two 120 Ohm resistors in parallel = 60 ohms).
Here is the video showing soldering on the ground pigtail.
https://www.youtube.com/watch?v=nzpFLyrjQhM
Here is a good article on CAN Bus topology.
https://support.maxongroup.com/hc/en-us/articles/360009241840-CAN-bus-topology-and-bus-termination
