Add column with folder name

I assume you are opening the files via the Combine operation and your query steps look something like this, where the items in the red square were created by Power Query automatically by the Combine operation:

Go to the "Removed Other Columns1" step, and click the little gear icon. Check the "Folder Path" box and hit OK.

Go to the end of your query steps and you'll have a new folder path column where those files are located. You can then use Text.Start, Text.Middle, Text.End, or whatever to create whatever text you want to combine with the folders.