Using Filegroups and Files to Store Data
Data files are used to store database files. The data files are subdivided into file groups. The Database object has a FileGroups property that references a FileGroupCollection object. Each FileGroup object in that collection has a Files property. This property refers to a DataFileCollection collection that contains all the data files that belong to the database. A file group is principally used to group files together that are used to store a database object. One reason for spreading a database object over several files is that it can improve performance, especially if the files are stored on different disk drives.
Every database that is created automatically has a file group named "Primary" and a data file with the same name as the database. Additional files and groups can be added to the collections.