When it comes to files and filegroups, I want to create a secondary filegroup, so I should create a secondary file first, then create a user-defined filegroup, or I should create a user-defined filegroup first, then create a secondary file? What is the best practice for this?
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Files are created and exist within a specific filegroup. They cannot be moved, so you must create the filegroup first.

StrayCatDBA
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1So, When I create a new database, there are primary data files and log files that existed there already, I have to add a secondary filegroup first, then I add a secondary file and click point it to the user-defined filegroup, lastly, set this user-defined filegroup as default? – Vincent Tian Nov 19 '21 at 18:26