create .mdf .ldf and .ndf into different location
CREATE DATABASE TestON PRIMARY(NAME = Test_Data, FILENAME = 'C:\SQL\Test_Data1.mdf'),FILEGROUP [OrderHist] (NAME = Test_Hist1, FILENAME = 'D:\SQL\Test_Hist1.ndf'), (NAME = Test_Hist2, FILENAME = 'D:\SQL\Test.ndf')LOG ON(NAME = Test_Log,
FILENAME = 'E:\SQL\Test.ldf')GO