Yes they are all in same filegroup.

After doing some more research I discovered that the data files are filled by the same amount if each file is the same size (round robin fashion) which can improve performance. However, if one or more of the files is larger than the other(s) then this will be filled by a larger % than the smaller one(s).

In terms of the autogrow feature each file will just grow as per the setting specified when required.

The maxsize is also a setting that doesn't really impact this process - when the maxsize is reached that file will not grow but the others will continue to if space is available.

Please let me know if there is anything I've misunderstood.