fname = input("Enter file name: ")
fh = open(fname)
lst = list()
for line in fh:
    line = line.rstrip()
    words = line.split()
    for word in words:
        lst.append(word)
lst.sort()
print(lst)

['Arise', 'But', 'It', 'Juliet', 'Who', 'already', 'and', 'breaks', 'east', 'envious', 'fair', 'grief', 'is', 'kill', 'light', 'moon', 'pale', 'sick', 'soft', 'sun', 'the', 'through', 'what', 'window', 'with', 'yonder']

['Arise', 'But', 'It', 'Juliet', 'Who', 'already', 'and', 'and', 'and', 'breaks', 'east', 'envious', 'fair', 'grief', 'is', 'is', 'is', 'kill', 'light', 'moon', 'pale', 'sick', 'soft', 'sun', 'sun', 'the', 'the', 'the', 'through', 'what', 'window', 'with', 'yonder']

for word in words:
    if word not in lst:
        lst.append(word)

fname = input("Enter file name: ")
words = set()
with open(fname) as fh:
    for line in fh:
        line = line.rstrip()
        words.update(set(line.split()))

words_list = sorted(list(words))
print(words_list)