Put file name in column
 

Hi. I have a folder of files that I am consolidating into 1 file 1, sheet.
When I consolidate into 1 file, can I append each row with the file name?

Each file is a template, so it has the same # of columns but may have
different # of rows. So, for instance, I'd like to put the name of the file
in column Z of each populated row, so when it consolidates into the single
file, I see the file name for each and every line. Any ideas? Thank you!