question

Do you mean you want to run this script from one server and create a database on another server (the one without a physical name)?

Why wouldn't you just connect a query window onto the target server, and run this script?

Also once you have connected via IP address, and opened a query window, you could run

select @@servername

or

select serverproperty('ServerName')

or

select serverproperty('ComputerNamePhysicalNetBIOS')

to get the server name

Once you connect to the server, and you have to be able to connect to the server, you can look at the server properties and see where it's been set up to store it's files. It's highly likely that the paths you have are not the same as what it has, so you'll need to edit those, but even though it's a virtual machine, it's still running the Windows Operating system and it's still running SQL SErver. So you'll see drive letters and paths that look like what you expect.

For what it's worth, my schema comparison tool generates filegroup DDL like this:

DECLARE @sql nvarchar(4000)

SET @sql = 'ALTER DATABASE [' + DB_NAME() + '] ADD FILEGROUP [CONFIG]';
EXEC (@sql);

GO
DECLARE @sql nvarchar(4000)
DECLARE @db_path nvarchar(4000)

SET @db_path = (SELECT TOP 1 [physical_name] FROM [sys].[database_files] WITH (NOLOCK) where [type] = 0)

WHILE RIGHT(@db_path,1) != '\' AND LEN(@db_path) > 1
BEGIN
  SET @db_path = LEFT(@db_path, LEN(@db_path) - 1)
END

SET @sql = 'ALTER DATABASE [' + db_name() + '] ADD FILE (
  NAME = ''CONFIG_DATA'',
  FILENAME = ''' + @db_path + db_name() + '_CONFIG.ndf'')
TO FILEGROUP [CONFIG]';

EXEC (@sql);

GO

So it just places files with relevant names in the same place as the PRIMARY filegroup is placed by default on the server. Not sure if that's what you're after? Might help...