The filegroup xxxx has no files assigned to it.

Error:

The filegroup "xxxx" has no files assigned to it. Tables, indexes, text columns, ntext columns, and image columns cannot be populated on this filegroup until a file is added. 

Fix:

ALTER DATABASE MyDB01

ADD FILE

(
  NAME = 'Idx_01.ndf',

  FILENAME = 'C:\MSSQL\MyDB01\Index\Idx_01.ndf',

  SIZE = 1MB,

  FILEGROWTH = 1MB
)
TO FILEGROUP fgIdx_01

Sources:

https://forums.asp.net/t/1397838.aspx?The+filegroup+comn_data+has+no+files+assigned+to+it+sql