USE master;

ALTER DATABASE AdventureWorksDW2012 ADD FILEGROUP IndexFG;
ALTER DATABASE AdventureWorksDW2012 ADD FILE (
    NAME = N'IndexFile',
    FILENAME = N'D:\Program Files\Microsoft SQL Server\MSSQL11.MSSQLSERVER\MSSQL\DATA\IndexFile.ndf',
    ) TO FILEGROUP IndexFG;
GO

Use AdventureWorksDW2012;

ALTER INDEX IX_FactIneternetSales_ShipDateKey On dbo.FactInternetsales Disable;
Go

CREATE INDEX IX_FactIneternetSales_ShipDateKey On dbo.FactInternetsales (ShipDateKey)
    With (Drop_Existing = On)
    On IndexFG;
Go