Do I need to pass the full path of a file in another directory to open()?

If you are just looking for the files in a single directory (ie you are not trying to traverse a directory tree, which it doesn’t look like), why not simply use os.listdir():

import os  
for fn in os.listdir('.'):
     if os.path.isfile(fn):
        print (fn)

in place of os.walk(). You can specify a directory path as a parameter for os.listdir(). os.path.isfile() will determine if the given filename is for a file.