Ce sont deux requêtes distinctes. Vous ne pouvez pas les concaténer. Vous devez les exécuter séparément.
<?php
// Show current month
include 'conection.php';
$sql = "SET lc_time_names = 'pt_BR'";
mysqli_query($conexao, $sql);
$sql = "SELECT MONTHNAME(CURDATE()) AS `Mes` FROM trabalho_v2";
$busca = mysqli_query($conexao, $sql);
$dados = mysqli_fetch_array($busca);
$mes = $dados['Mes'];
Je vous encourage également fortement à utiliser le style OO :
<?php
// Show current month
include 'conection.php';
$sql = "SET lc_time_names = 'pt_BR'";
$conexao->query($sql);
$sql = "SELECT MONTHNAME(CURDATE()) AS `Mes` FROM trabalho_v2";
$busca = $conexao->query($sql);
$dados = $busca->fetch_array();
$mes = $dados['Mes'];