Let's take this PCB design as an example.
The copper plane under the connector (bottom of picture) and the connector shell have created a Faraday cage effect with the USB cable shield. The signals inside the USB cable are protected from external interference. You will notice that there is no connection between the USB shield and GND.
But remember at high frequency, even if you don't connect the USB cable shield to the GND (0V plane) of your PCB, stray capacitances will. If a disturbance occurs on the cable shield (ESD discharge, common-mode current) it will pass from the shield to the GND (0V plane) via the stray capacitances.
A connection via stray capacitors is by nature uncontrollable, so it is often preferable to offer a controlled path as the @tobalt's circuit or a direct connection between shield and GND
To eliminate the need for a connection between the shield and GND, the Faraday cage should surround the entire device.
source of image : https://mm.digikey.com/Volume0/opasdata/d220001/medias/docus/742/BOB-15100_Web.pdf