It depends, no simple answer here.
Multiple files on the same RAID array, whether it be in the same filegroup or in different filegroups - no effect.
Multiple files on different RAID arrays, maybe an effect, depending whether or not the DB was IO bottlenecked or not and, if so, whether the particular part of the IO subsystem that is the bottleneck has been separated (if it's the switch or the HBA that's the bottleneck, just adding files on a different LUN but same switch and HBA won't help). In this case it's about scaling out IOs.
I'd suggest hitting google, there's lots of info out there
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