We can add data and log file in SQL Server through below script.
Add data file(.mdf) in SQL Server
ALTER DATABASE [DB NAME]
    ADD FILE
    (
    NAME = [Data4],
    FILENAME = 'S:\MSSQL\Data\Data3.mdf',
        SIZE = 3072 KB,
        MAXSIZE = UNLIMITED,
        FILEGROWTH = 1024 KB
    ) TO FILEGROUP [PRIMARY]
Add log file(.ldf) in SQL Server
ALTER DATABASE [DB NAME] ADD LOG FILE ( NAME = DellTest_Log, FILENAME = 'L:\MSSQL\Log\DB_Log.ldf', SIZE = 5MB, MAXSIZE = UNLIMITED, FILEGROWTH = 5MB ); Go