Tabora's response was correct, it does need a ground. Until you connect it to your house load center which will pick up a ground, provide one. During an outage you'll be using extension cords to power needed loads, e.g. powering a refrigerator. I got along for years by simply "installing" (buried it) a wire from the entrance ground to where I placed the generator during outages, connecting when needed. If that's not convenient, drive a ground and provide a wire where you normally place the genset. Can you power emergency loads without a ground? Yes. Is it legal? No. Are you risking life and property? Yes. If there is an incident involving a loss and your insurance company gets involved, they will be very interested in what creative wiring you did-or didn't do.
GFCI's are certainly wonderful things and have a very deserved place. Personally in addition to them, I like nice solid copper ground wire routed around to do what it's supposed to do, carry any stray discharges back to ground, that is in addition to "interrupting" the circuit. Generally we drag out the gensets during storms when lightning strikes, surges, etc. are wandering around causing mischief.