There are two way you can do this. You can calculate the months on the fly by using the month function directly in the dimension.
When you load your data you can precalculate the months. You do this by using the expression
Month(DATE) as Month
in your load script. Data Load Editor Walkthrough (video) goes through how to us the data load editor. At 1:56 the video specifically show how to calculate months from a date.
You may also with to review other videos on our New to Qlik Sense Videos area.
Please mark my response as correct or helpful if appropriate so other can find the answer to their questions.