Filegroup classifying a number of files for administrative purposes and the placement of data. For example, three files (Data1.ndf, Data2.ndf, Data3.ndf) can be placed on three disk drives and stored in a filegroup named filegroup1. Files and FIlegroup facilitate the addition of new files on a new disk. If your database exceeds the maximum file size of Windows, you can use a secondary file.
A database has a primary filegroup and some filegroup, which is defined by the user. Filegroup primer contains primary files. When a database is created, the primary filegroup contains the primary data files and other files that are not stored into another filegroup. If the primary filegroup size exceeds the maximum limit, the information can not be added to the system tables. To fix this you need to move some files.
Filegroup defined by the user, is filegroup created by the user when the user create or modify a database. If filegroup is full, only the user tables that are allocated to that filegroup are affected. If you create an object and not Declare filegroup, then use the default filegroup. Filegroup default can be changed by using ALTER DATABASE
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