When you use the word "bind," that has a specific technical meaning in that many .NET Controls that hold collections of various types have a DataSource Property to which you can assign a DataSet, or other structure, and then the Control's Items are automatically added from that DataSource.
I can't tell if 'ddlMonth is a WebControl ListBox, or a ListView, in your code, but both those Controls expose the 'DataSource property, and support binding.
So, if you are interested in using binding in this way, I suggest you review: [
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If the Items to be added are always the same, that suggests generating them by computation, and ChauhanAjay's answer above can get you started on that.
If the items are going to vary depending on the content of a DataBase (like the result of a Query), then consider really exploring "binding" as presented here.