Do NDF files move with Alter Database automatically
ALTER DATABASE can be used to do many things. In order to move the file you'll want to use MODIFY FILE to move your files to the specified location. This goes for mdf, ndf, ldf. Erik Darling blogged about this a while back and gave some examples.

ALTER DATABASE [Sample] MODIFY FILE ( NAME = Sample, FILENAME = 'C:\Whatever\Sample.mdf' ); 


From the docs:


  MODIFY FILE Specifies the file that should be modified. Only one
   property can be changed at a time. NAME must always be
  specified in the  to identify the file to be modified. If
  SIZE is specified, the new size must be larger than the current file
  size.
  
  To move a data file or log file to a new location, specify the current
  logical file name in the NAME clause and specify the new path and
  operating system file name in the FILENAME clause. For example:
  
  To move a data file or log file to a new location, specify the current
  logical file name in the NAME clause and specify the new path and
  operating system file name in the FILENAME clause. For example: