USE master
GO
ALTER DATABASE TempDB MODIFY FILE
(NAME = tempdev, FILENAME = ‘f:datatempdb.mdf’)
GO
ALTER DATABASE TempDB MODIFY FILE
(NAME = templog, FILENAME = ‘e:datatemplog.ldf’)
GO

No changes are made to TempDB till SQL Server restarts. Please stop and restart SQL Server and it will create TempDB files in new locations.