Samhain changes to Samhna in what's called the Tuiseal Ginideach, or genitive form. The genitive form doesn't appear in English, but in Irish, it occurs typically when you say "The X of Y". In this case, Mí na Samhna is the month of November. It also appears in the Irish for Halloween, Oíche Shamhna, or the night of November. Another example would be "wooden box" which in Irish more directly translates to "box of wood". The Irish for wood is adhmad, but a wooden box is bosca adhmaid. Hope this helps.
Note that Samhain is one of the 4 quarter days - Imbolc, Bealtaine, Lúnasa and Samhain, on the 1st of February, May, August and November. So mí na Samhna is literally "the month of Samhain", but "the month of November" is a perfectly reasonable translation, because that's what the 11th month is called in English. But Oíche Shamna is "the night of Samhain*, not "the night of November".
There's a similar thing going on with Nollaig and mí na Nollag - literally "the month of Christmas", but typically translated as "the month of December" or just "December".
I also like to describe "of" as a genitive marker in English (along with 's), whereas the genitive is marked by a spelling change in Irish.
Hallowe'en is the eve of November (the black month, mis du/mios dubh?). Actually it's more properly the night ending the sixth or seventh (which is closer to Guy Fawkes Night/Bonfire Night on the fifth), but its celebration has moved due to calendar drift. It's still the eve of (solar) winter on the Chinese calendar: https://en.wikipedia.org/wiki/Lidong -- though only the eve of (solar) spring is still celebrated that I know of (Imbolc/Candlemas/Groundhog Day as we were taught it in the USA/Canada, Setsubun in Japan kinda the opposite of Hallowe'en as children throw soybeans at adults dressed in scary costumes) . . .
Imbolc isn't February. At one time, the festival that occurred at the beginning of February was called Imbolc. (It is far better known as Lá 'le Bríde these days).
In the case of the feasts of Bealtaine, Lúnasa and Samhain, they have given their names to the months that follow them, but that didn't happen with Feabhra.