Where are my .NDF files located?
NDF is secondary data file, By default it will not be created unless we create the file while creating SQL server database or manually create it after database is created using AlTER DATABASE statement. SQL server by default will create one primary data file and one log file. If it is not visible in sys.master_files means you have not created it.

Read more about database files and filegroups

http://msdn.microsoft.com/en-us/library/ms189563.aspx

To add secondary data file please see

http://msdn.microsoft.com/en-us/library/ms189253.aspx