The port on the radio that is nearest to power, is for directly connecting to the roboRIO. The far port is for connecting something else (Pi, Kangaroo, switch, radio kiosk when programming the competition key).
I don’t think that is the recommended method. From the link:
At this time (13 Dec 2016), these instructions do not result in functional code. Multiple issues are open on the topic. According to @bradmiller running GRIP on the Pi or the RoboRio is not recommended. Instead, teams are encouraged to generate a Pipeline class from GRIP and incorporate that into their robot code.
Install Python and pynetworktables on the Pi. Then write a little helper script that starts on boot, imports your pipeline class from GRIP, calls “process” on it, then feeds the desired values into NetworkTables, making them available to the robot code on the roboRIO.