What is the relationship between a table and the files that contain it?  This isn’t as easy a question as you might think because there is not a direct relationship between a logical object like a table and a physical object like a file.  For a small database like AdventureWorks (< 200 MB) all you need is a single data file to hold all your tables.  As things start to get larger and more complex you may add files as a way of increasing performance.  For example if you have a single table that is large and heavily queried you may want to put it on a faster (and probably more expensive) drive.  You may also have non-clustered indexes that cover your query that would benefit from being separated.  If terms like non-clustered index and covering query are unfamiliar you might benefit from this excellent article by Joe Webb.

So, how do you control table and index placement?  You do it by using filegroups.  Every relational index (clustered or non-clustered) is assigned to a single filegroup that is composed of one or more files.  The relationship looks like this:

In the picture above the Table01 is actually the clustered index and Table01/Index01 is a non-clustered index.  Note that a file can be in exactly one filegroup, but the components of the table can be located and managed through the use of different filegroups.
Here is a script you can use to explore these relationships:

–Create a test DB.  Does the DB exist?  Drop if it does.
            Use tempdb
            Go
            If Exists (Select name from sys.databases Where name = ‘TabFile’)
                        Begin
                                    Drop Database TabFile
                        End
            Go

–Create DB with two filegroups.  You will need a “C:\temp”
–folder to use the script as written.
            Create Database TabFile On
                        Primary                                                                                                –FileGroup
                                    ( Name = N’TabFileF01′,
                                                Filename = N’C:\Temp\TabFileF01.mdf’),
                         Filegroup FG02                                                                               –FileGroup
                                    ( Name = N’TabFileF02′,                                                   –File
                                                Filename = N’C:\Temp\TabFileF02.ndf’ ),
                                    ( Name = N’TabFileF03′,                                                   –File
                                                Filename = N’C:\Temp\TabFileF03.ndf’)
                         Log ON                                                                                                –Log
                                    ( Name = N’TabFile_log’,
                                    Filename = N’C:\Temp\TabFile_log.ldf’)
            Go

–Create table with two indexes
            Use TabFile
            Go
            Create Table dbo.Table_1
                        (Col1 int Constraint PK_Table_1 Primary Key Clustered Not Null Identity (1, 1),
                        Col2 int Not Null)  On [Primary]
            Go
            Create Nonclustered index IX02_Table_1 ON dbo.Table_1
                        (Col1     ) On FG02
            Go
            Create Table dbo.Table_2
                        (Col1 int Constraint PK_Table_2 Primary Key Clustered Not Null Identity (1, 1),
                        Col2 int Not Null)  On FG02
            Go

At this point you can take a look at the various structures using either the Object Explorer in SSMS or TSQL.  I prefer TSQL because it is repeatable and far more flexible.  The following script shows the relationship between tables, filegroups, and files.

–View tables and files
      Use TabFile
            Go
            Select Distinct
                        O.name                         As TableName
                        ,I.name                         As IndexName
                        ,I.type_desc               As IndexType
                        ,I.index_id                  As IndexID
                        ,FG.name                     As FileGroupName
                        ,F.name                        As FileLogicalName
                        ,F.physical_name    As FilePhysicalName
            From
                        sys.indexes                As I
                        Inner Join
                        sys.filegroups            As FG
                                    On I.data_space_id = FG.data_space_id
                        Inner Join
                        sys.master_files       As F
                                    On FG.data_space_id = F.data_space_id
                                    And F.database_id = DB_ID()
                        Inner Join
                        sys.all_objects          As O
                                    On I.[object_id] = O.[object_id]
            Where
                        I.data_space_id = FG.data_space_id
                        And O.[type] = ‘U’
            Order By
                        TableName
                        ,IndexID
                        ,FileLogicalName
            Go

I recommend you play with this script on the sample DB above but also on of your own DBs.  Not only will it familiarize you with the various catalog views it will also point out how your data is arranged and may help you in managing it even better.