SQL 2008, how does it link Full Text Catalog to a filegroup
In SQL Server 2005 and prior, you could specify the filegroup for full text.

In SQL Server 2008 and newer, full text is completely different, and the ON FILEGROUP stuff doesn't matter.  However, Microsoft doesn't just rip out syntax - they deprecate it, and a few versions later, it'll disappear.  (Backup log with truncate_only is a good example of this.)  This gives you time to clean up your scripts before the syntax disappears.