It depends on what signals you have. Some, with plastic housings, need a ground wire connected. Some metal ones mount the lamp socket in a rubber shock mount and need some kind of ground connection, the OEM brake/tail light has the shock mount and a small ground wire from the socket barrel to the metal frame.
Most if not all aftermarket signals are a "single filament" type - even if it has LEDs - they have one brightness, unlike the OEM front signals that have dual filament bulbs: a bright signal and a less bright marker light function. All rears are signal only, unless someone who really likes marker lights added them.
So if you have a signal light with two wires, test it by touching the wires to a battery. If you get a dim and bright light by connecting battery "-" to the case and battery "+" to each wire in turn, it's dual filament. If you don't get any light that way then it likely wants one wire to ground and one to power.
Note that LEDs only light with power connected one way, no light the other way. Reverse wiring will not damage them (up to a point, but 12V is no problem).
The filament bulbs like an 1156 should have the socket's outer contact barrel grounded and the power on the centre contact. They will light the other way but there is a risk of the barrel shorting to something. All LED replacements for 1156/1157 bulbs need the outer case grounded to have correct polarity and actually light up.
The headlight shell harness wires are a bit confusing - for signals left is orange and right is light blue - the front marker wires add a white stripe that's easy to miss.