Do you mean restore multiple databases from backup or restore a single database that has multiple filegroups? Or restore a single database and break it up into multiple file groups?
Multiple databases get restored one at a time.
If a backup has a database with multiple files, they will be listed in the header of the backup. Do a restore headeronly and look at the file names. Look at the WITH MOVE to get the individual files restored.
If it's not broken up, you need to restore it and then create new file groups and move the clustered indexes to move the data.