use master
alter database tempdb
modify file(
name = tempdev,
filename = N'C:\Новое_место\tempdb.mdf')
go

alter database tempdb
modify file(
name = templog,
filename = N'C:\Новое_место\templog.ldf')
go

И потом рестарт службы.

USE master

ALTER DATABASE tempdb MODIFY FILE ( NAME = tempdev, FILENAME = 'F:\SQL\tempdb\tempdb.mdf' )
ALTER DATABASE tempdb MODIFY FILE ( NAME = templog, FILENAME = 'F:\SQL\tempdb\templog.ldf' )
ALTER DATABASE tempdb MODIFY FILE ( NAME = temp2, FILENAME = 'F:\SQL\tempdb\tempdb_mssql_2.ndf' )
ALTER DATABASE tempdb MODIFY FILE ( NAME = temp3, FILENAME = 'F:\SQL\tempdb\tempdb_mssql_3.ndf' )
ALTER DATABASE tempdb MODIFY FILE ( NAME = temp4, FILENAME = 'F:\SQL\tempdb\tempdb_mssql_4.ndf' )
ALTER DATABASE tempdb MODIFY FILE ( NAME = temp5, FILENAME = 'F:\SQL\tempdb\tempdb_mssql_5.ndf' )
ALTER DATABASE tempdb MODIFY FILE ( NAME = temp6, FILENAME = 'F:\SQL\tempdb\tempdb_mssql_6.ndf' )
ALTER DATABASE tempdb MODIFY FILE ( NAME = temp7, FILENAME = 'F:\SQL\tempdb\tempdb_mssql_7.ndf' )
ALTER DATABASE tempdb MODIFY FILE ( NAME = temp8, FILENAME = 'F:\SQL\tempdb\tempdb_mssql_8.ndf' )