MDF, NDF and LDF

MDF: it's a data file, store the actual data with .mdf extension 
Store the permanent data.

NDF: it's secondary  data file, consist  of data and user defined  objects.


Primary data files
Primary data file is the starting point of the database. It points to the other files in the database. Therefore, every database has one primary data file. Also, all the data in the database objects (tables, stored procedures, views, triggers.. etc.) are stored in the primary data files. The recommended and the most common file name extension for primary data files is .mdf. 

Secondary data files
You can only have one primary data file for a database. Rest made up by secondary data files. But its not necessary to have a secondary data file. Therefore some databases may not have any secondary data file. But its also possible to have multiple secondary data files for a single database. .ndf is usually recommended to denote secondary data files. It’s also possible to store the secondary data file in a separate physical drive than the one which primary data file is stored. 

Log files
Log files in SQL Server databases hold all the log information. Those information can be later used to recover the database. Size of the log file is determined by the logging level you have set up on the database.  There must be at least one log file for each database. But it is also possible to have more than one log file for a single database. The recommended file name extension for log files is .ldf.