If you're in lightning country it's best to use a true lightning protection device called a "Gas Discharge Tube device" inline with the down leads from the LNB's connections.
All a standard ground block used on most satellite, cable and TV antenna installs does is ground the coax shield, they do not protect the centre conductor.
If that is a gas discharge type protection device then yes you should use one if you have the possibility of getting a hit. If you have just the one coax coming down from the LNB then you only need the one, but if you have more then the one coax then one protector for each coax lead in should be used.
Now, if you do take a hit all the equipment above the protection device will be fried, and if the hit is large enough then there is a possibility that anything close by will be fried by an EMP pulse, not much can be done about that.
Now if you do get something like that device in your photo then I would use at least a #10 or #8 copper ground wire to a real earth ground,(2 metre ground rod) if you attach to a metal water pipe or the house electrical ground then you stand a chance of getting some stray stuff inside the house, it's best to have the lightning ground separate from the household ground.