PROC DATASETS can be used to change formats. But PROC IMPORT is going to read 20051205 as an integer number. Interpreted as a DATE value, that would be 20,051,205 days after January 1, 1960. That's more than 20,000 years after 1960. December 5, 2005 is 16775 days after January 1, 1960. So you need to transform the numeric to character then back to numeric.
My suggestion would be to run the PROC IMPORT interactively and save the code. You can then modify the code, adding something like
SaleDate = INPUT(PUT(salesdate,8.),YYMMDD8.) ;
FORMAT SaleDate DATE9. ;
to convert the integer number into a SAS date. If modifying the code isn't possible, either run a data step with the above transformation, or PROC SQL with the same transformation after the IMPORT.
DATA final (RENAME=(saledate=salesdate));
SET sample ;
SaleDate = INPUT(PUT(salesdate,8.),YYMMDD8.) ;
FORMAT SaleDate DATE9. ;
DROP salesdate ;
RUN ;
or
PROC SQL STIMER EXEC ;
CREATE TABLE final AS
SELECT StoreID, INPUT(PUT(salesdate,8.),YYMMDD8.) AS SalesDate,
InvoiceNumber, ProductCode, qty, SalesType, Brick
FROM sample
;
QUIT ;
where the PROC SQL would be followed by DomPazz' PROC DATASETS to change the format to DATE9.