A file cannot be a member of more than one filegroup. Tables, indexes, and text, ntext, and image data can be associated with a specific filegroup. This means that all their pages are allocated from the files in that filegroup.
There are three types of filegroups:
This filegroup contains the primary data file and any other files not placed into another filegroup. All pages for the system tables are allocated from the primary filegroup.
This filegroup is any filegroup specified using the FILEGROUP keyword in a CREATE DATABASE or ALTER DATABASE statement, or on the Properties dialog box within SQL Server Enterprise Manager.
The default filegroup contains the pages for all tables and indexes that do not have a filegroup specified when they are created. In each database, only one filegroup at a time can be the default filegroup. If no default filegroup is specified, the default is the primary filegroup.
A maximum of 256 filegroups can be created for each database. Filegroups can contain only data files. Transaction log files cannot be part of a filegroup.
Note Filegroups cannot be created independently of database files. The filegroup is an administrative mechanism of grouping files within the database.
To add a filegroup when creating a database
To add a filegroup to a database