This is in addition to Norm's excellent answer, which is the correct answer (and I upvoted it).
ESD stands for "electrostatic discharge." It's usually used to describe protecting highly sensitive electronics (computer chips) from the kind of discharge you get walking across a carpet. That is NOT the case here.
It's odd that they're using the term "ESD" because what they're talking about is the kind of charge that would come with a lightning bolt. Yes, technically it is ESD, but nobody but we professionals would ever think of it that way. As an engineer who designs integrated circuits (chips), I'd call it "charge coupling" or simply "to protect against nearby lightning strikes," but whatever floats their boat.
A bit of detail to help you understand the problem... The passage of electricity causes a magnetic field. When that magnetic field passes through another wire, it "couples" charge onto the wire, meaning electricity flows thanks to that magnetic field. This is how electric motors work. Lightning has so much energy that even a nearby strike can couple charge onto your housewiring, phone wiring (if you still have any) or onto the wires used for your cameras. I actually had this happen when I lived in Texas. A single bolt burned out phone wires in the walls of my house and blew the data port on a printer. Pretty cool for something you can't actually feel as a human being (well, it was cool until I my wife told me I had to fix it. Geeks...)
My point is this: if your area is not prone to lightning, you can safely ignore the wire. If you experience more than a bolt near your home a year (that's a fair amount of lightning, by the way, to experience a bolt near your home annually), then you'll want the wire. It will also help to minimize the length of wire to the cameras that's exposed to the effects of lightning, meaning any excess wire should be coiled up and held with a zip-tie.