I have multiple CSV files I'm trying to merge, but need to add a month or other identifier to each.

```
import pandas as pd
import os

all_data = pd.DataFrame()

files = [file for file in os.listdir('/Users/my_username/Desktop/campaign_mb_2020')]

for file in files:
    file['month'] = [i for i in range(len(files))]

```

I'd ideally like each file to contain a month column, but I am getting the following error:

```
TypeError: 'str' object does not support item assignment

```