Creating the Database

To create a database with several file groups that will hold data for different partitions, use an SQL statement similar to the following:

CREATE DATABASE [itx_partitioned] ON PRIMARY
(NAME = N'itx802partitioned', FILENAME =
N'D:\MSSQL\DATA\itx802partitioned.ndf',
SIZE = 44828672KB, MAXSIZE = UNLIMITED, FILEGROWTH = 1024KB),
FILEGROUP [P1]
(NAME = N'itx802partitioned1', FILENAME =
N'E:\MSSQL\DATA\itx802partitioned1.ndf',
SIZE = 2048KB , MAXSIZE = UNLIMITED, FILEGROWTH = 1024KB),
FILEGROUP [P2]
(NAME = N'itx802partitioned2', FILENAME =
N'F:\MSSQL\DATA\itx802partitioned2.ndf',
SIZE = 2048KB , MAXSIZE = UNLIMITED, FILEGROWTH = 1024KB),
FILEGROUP [P3]
(NAME = N'itx802partitioned3', FILENAME =
N'G:\MSSQL\DATA\itx802partitioned3.ndf',
SIZE = 2048KB , MAXSIZE = UNLIMITED, FILEGROWTH = 1024KB )
LOG ON
(NAME = N'itx802partitioned_log', FILENAME =
N'H:\MSSQL\DATA\itx802partitioned_log.ldf',
SIZE = 5095872KB , MAXSIZE = 2048GB , FILEGROWTH = 10%)
GO

Or you can create the database and file groups using Microsoft SQL Management Studio.

You can create as many file groups as your resources allow.