DC to DC Converter – Where does the FG wire connect and where does VIN- wire connect, shouldn’t they be wired together?

FG is frame ground or chassis ground or earth ground.

VIN- is connected to V- in your system. In some systems, V- is connected to chassis ground or earth ground. In this case, FG should also be connected directly to chassis ground. It will be connected to V- through the system wiring but this is okay. The suggested wiring is to protect devices against electrical surges like lightning surges.