How do you have your
antenna wire coming into your shack?

About the best method would be to replace a small window with a metal panel.
Earth (ground) the panel well and fit back-to-back chassis-mount connectors.
You can stuff in more connectors than you need, for future use.

Ground the shack internal equipment to the same panel, especially if you
have high antennas/masts or long HF antennas. A good ground can save a lot
of tears if you ever have a lightning strike. Of course, you can never
protect against a direct strike, but you can protect against an indorect
strike.

With this method you will reduce the risk of indirect lightning damage as
well have a connection panel on the inside so you can swap plugs around
easily. You can easily unplug equipment in stormy weather.

Don't forget to add a "drip loop" to all external cables terminated to the
panel, or rain-water could be guided by cables to the face of the panel.

Do not be tempted to use a simple perspex, or other insulated panel. You
could bring static into the shack, or even feed volts out (non-grouded
equipment - mains leakage), which can give you a bit of a shock when working
on antennas and you are well grounded :-(.

I am so confused about how to properly ground a system. I will have a
two meter and a 440 on the roof of my house. I will run the coax down
to my sofit vents or whatever they are called and run the coax inside
the vents to my shack. Behind the wall where my rquipment will be is a
storage space that I can acess. (This is a finished attic). I will be
using a mobile radio that has two antenna outputs, one for 2 meter and
one for 440.

How do I ground the radio and does it need it? Should the coax itself
be grounded and how? Do I have to purchase one of those surge things
that screws into the coax?

Any advice is appreciated!