Python program to rank based on the frequency of names that appears in text files
I suggest using os.path.join instead of + to handle dangling slashes, when concatenating file names.

This variables:

filenames = [ 'Q1.txt', 'Q2.txt' , 'Q3.txt' , 'Q4.txt']
pathToDataFiles = "C:\\DataFiles\\"


could be better handled by using command line input like in argparse. And for filename you could even use os.listdir to read all files from a directory. Both would give you more flexibility in using this script.

Also, the variable eachname in for eachname in allNames: should be renamed in something like name, to prevent lines like emptyDataFrame = emptyDataFrame.append([{'Name':eachname}]) from looking weird.

There are a few incoherent whitespaces, too, and I think Nan is meant to be NaN (in comments).

Apart from that, it looks like a good start to me. I hope my answer helps and have fun coding!