Listing information about all database files in SQL Server

You can use sys.master_files.

Contains a row per file of a database as stored in the master database. This is a single, system-wide view.

If you want get location of Database you can check Get All DBs Location.
you can use sys.master_files for get location of db and sys.database to get db name

SELECT
    db.name AS DBName,
    type_desc AS FileType,
    Physical_Name AS Location
FROM
    sys.master_files mf
INNER JOIN 
    sys.databases db ON db.database_id = mf.database_id

I am using script to get empty space in each file:

Create Table ##temp
(
    DatabaseName sysname,
    Name sysname,
    physical_name nvarchar(500),
    size decimal (18,2),
    FreeSpace decimal (18,2)
)   
Exec sp_msforeachdb '
Use [?];
Insert Into ##temp (DatabaseName, Name, physical_name, Size, FreeSpace)
    Select DB_NAME() AS [DatabaseName], Name,  physical_name,
    Cast(Cast(Round(cast(size as decimal) * 8.0/1024.0,2) as decimal(18,2)) as nvarchar) Size,
    Cast(Cast(Round(cast(size as decimal) * 8.0/1024.0,2) as decimal(18,2)) -
        Cast(FILEPROPERTY(name, ''SpaceUsed'') * 8.0/1024.0 as decimal(18,2)) as nvarchar) As FreeSpace
    From sys.database_files
'
Select * From ##temp
drop table ##temp

Size is expressed in KB.