Stating the obvious but why do you collect the original data in individual monthly files
this is sent by another company
where does the information come from?
any main reason to ask it?
the result in file collection depends on the others files . so I don't see your question is obstical for achieve it .
why the DATA is kept separately you should always collect it in a single table
as I said the reports are sent by another company for each month
If you are willing / able to create a composite file from now on then being pragmatic it would be simpler to just copy all 12 files and paste into a single workbook and sheet with an additional column to record the month for EACH record.
this is manual , not good idea . it takes much time