Tables and indexes are stored in filegroups, not files directly. Each filegroup may contain several files. To query which table is in which filegroup, you can use:
select so.name, sfg.name
from sys.sysobjects so, sys.indexes si, sys.filegroups sfg
where si.data_space_id = sfg.data_space_id
and so.id = si.object_id
and to list the files for filegroups
select * from sys.sysfiles