I have built 3 ground boxes. 1 each for my speakers with subs built in and one for my system power conditioner. I have them posted on my virtual system. I have noticed an improvement using them.
I connected my main ground box to my power conditioner’s ground lug spade to the ground box with banana. My speakers are connected spade to banana.
You can connect individual components to the box directly as well using one open rca or use one component (Amp) as a component hub connecting all components to the amp then only the amp connects to the ground box. Some use alligator clamps on open rca input but I feel rca connectors stay connected better. I soldered my rca’s to outer ground connection. I have not needed to separate digital and analog. Good luck with it. Fun stuff.
Check out this link very helpful ground box info. I own one of his RF Router for my HT system. Also, search agon thread on ground boxes.