While date formatting can be tricky in SQL, FileMaker's use of parameterized queries (where all the search parameters come at the end of the query) actually makes this a lot simpler. SQLexplorer writes parameterized queries, so you should be all set.
If you'd like to read up on how parameterized queries treat dates, Kevin Frank has an excellent article on this.
The normal format for returning dates in SQL is YYYY-MM-DD but you can change this with a cool trick described on our blog.