Create an user define file group and take backup for it :

There are two types of SQL Server filegroups: primary and user-defined.

Primary filegroup includes all pages for system tables, primary data file and all other files that are not part of any other filegroup.

A filegroup that is created using FILEGROUP keyword in CREATE DATABASE or ALTER DATABASE statement belongs to user-defined filegroup.

create database Test

go

To add a new filegroup to a database use the following command:

ALTER DATABASE Test
ADD FILEGROUP Group1;
GO
ALTER DATABASE Test
ADD FILE (NAME = 'DataFile',
FILENAME = 'C:\DataFile.ndf', SIZE = 2GB, FILEGROWTH = 10GB) TO FILEGROUP Group1;

BACKUP DATABASE Test FILEGROUP = 'Group1'
TO DISK = 'C:\Group1.FLG'
we can apply another method to backup my file group 

The second way to backup database filegroup is to use SQL Server Management Studio (SSMS): 

Right click on the database where the filegroup you want to backup is located
Select “Tasks”, then “Back Up…”
Select  backup type (“Full” or “Differential”)
Select “Files and filegroups”
Choose filegroup and click “OK”
Add backup destination
Click “OK”