try below query,
SELECT OBJECT_NAME(SI.OBJECT_ID) AS OBJECTNAME
,SI.DATA_SPACE_ID AS FILE_GROUP_ID
,SFG.NAME AS FILE_GROUP_NAME
,SF.NAME AS LOGICAL_FILE_NAME
,SF.FILENAME AS PHYSICAL_FILE_NAME
FROM SYS.INDEXES SI
INNER JOIN SYS.FILEGROUPS SFG ON SFG.DATA_SPACE_ID=SI.DATA_SPACE_ID
INNER JOIN SYS.SYSFILES SF ON SF.GROUPID = SFG.DATA_SPACE_ID
WHERE SI.INDEX_ID IN (0,1)
for further queries about file group,
http://sqlserver4me.blogspot.com/2008/08/how-to-view-association-among-file.html