1. New objects will be created in the default filegroup if it's not specified in the create statement you can change the default filegroup if you want, the PRIMAY filegroup is the default filegroup by default (duh).

Existing user objects will not be moved, the only way to move an object from a filegroup to another is to drop and create it or reindex it to the new filegroup.

2. to remove a filegroup: ALTER DATABASE [MyDB] REMOVE FILEGROUP [MyFileGroup]

3. You can't remove the PRIMARY filegroup.

To delete a filegroup you have to remove all the files first.

To remove a file you need to empty the file.

You can't empty all the PRIMARY filegroup files (because of system objects), so you can't delete all the files, so you can't remove the PRIMARY filegroup.

On the other hand you can move (or recreate) all use tables to the new filegroup, shrink and lock the file size of the PRIMARY filegroup files, if your new filegroup is set as default then your PRIMARY filegroup will stay tiny and be barely used.