First verify if what you're seeing is the same as what SQL Server can see, by running this:
USE tempdb;
EXEC sp_helpfile;
If all 3 of your files are here, you somehow created them there by accident.
TempDB is a 'special' system DB that gets re-generated every time you start the SQL Server
service.
Setup TempDB the way you want it, restart the server so TempDB recreates itself and run the above query again, to see if the new settings stuck.
If you want to still add a file somewhere manually you can do this:
ALTER DATABASE tempdb ADD FILE (
NAME = N'LogicalNameHere'
,FILENAME = N'D:\Whatever\tempDB2orWhatever.ndf'
,SIZE = xMB
,FILEGROWTH = xMB
);
If you want to keep all of your TempDB files but just move them around, get the info from sp_helpdb
and modify to include your paths/files/names as found here:
USE [master];
GO
ALTER DATABASE tempdb MODIFY FILE (name = tempdev, filename = 'E:\Sqldata\tempdb.mdf');
ALTER DATABASE tempdb MODIFY FILE (name = templog, filename = 'E:\Sqldata\templog.ldf');
Note you should usually have multiple TempDB data files. If you don't, you are risking logical file contention, which is not pretty.
Check out Brent's blog for more info on SGAM and PFS contention.
Best Answer
There are several potential benefits.