Thank you for the post, Steve, interesting one.
From the local_help, based on this I was able to select the choice which was right.
FILESTREAM data must be stored in FILESTREAM filegroups. A FILESTREAM filegroup is a special filegroup that contains file system directories instead of the files themselves. These file system directories are called data containers. Data containers are the interface between Database Engine storage and file system storage.
Generally speaking, I(/we) add a .mdf or .ndf to a file group when creating additional database file. But seeing .fdf and .fsm I was in the "assumption" of something new in 2014; then I thought "why on earth Microsoft would ever do that?" 😎
The first and the hardest SQL statement I have wrote- "select * from customers" - and I was happy and felt smart.