When I was scripting a table with a varchar(max) field I noticed it includes:
TEXTIMAGE_ON [PRIMARY]
In MSDN for CREATE TABLE https://msdn.microsoft.com/en-us/library/ms174979(v=sql.120).aspx it says:
TEXTIMAGE_ON { filegroup| "default" }
Are keywords that indicate that the text, ntext, image, xml, varchar(max), nvarchar(max), varbinary(max), and CLR user-defined type columns (including geometry and geography) are stored on the specified filegroup.
So this would be the answer to "how would you do it?"