You can print all the names of the months in the SQL server by using SQL Recursive CTE.

Here is the simple SQL Query,

USE your_database
GO
WITH CTE_MonthName(Number, MonthName ) AS
(
SELECT 0, DATENAME(MONTH, DATEADD(MONTH, 0, DATEFROMPARTS(YEAR(GETDATE()), 1, 1)))
UNION ALL
SELECT Number+1, DATENAME(MONTH, DATEADD(MONTH, Number+1, DATEFROMPARTS(YEAR(GETDATE()), 1, 1))) FROM CTE_MonthName WHERE Number < 11
)
SELECT MonthName FROM CTE_MonthName

Output:

Also, Read: SQL Query to print Week days.