df = pd.DataFrame(list(zip(places, location)), columns = ["Message", "Country"])
print(df)
My output:
Message Country
0 England UK UK
1 Paris FRANCE FRANCE
2 ITALY,gh ROME ITALY
If you want to print it without Row Index:
print(df.to_string(index=False))
Output in this case is:
Message Country
England UK UK
Paris FRANCE FRANCE
ITALY,gh ROME ITALY
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