'Multiple data files for a single database in different drives

We are receiving thousands of records daily in our lets say 'abc' database and the size of mdf file has now increased to 800 GB. The drive where primary mdf file is kept is full now due to that mdf file. We cannot add additional storage to that drive due to cost constraint.

Can we have multiple data files for a database in different drives? Would there be any issue in doing this?



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