if your dde connection has to "input" the values, try informat anydtdte.
If it reads just a number, then the excel date basis is number oif days since the beginning of 1900, so the conversion in a SAS data step is
sas_date = (excel date as number) - '1Jan1900'd ;
(perhaps a day or two out as Microsoft treats 29-Feb-1900 as valid)
I agree. I'm not sure why you would use DDE for such a simple table instead of PROC IMPORT or the SAS Excel LIBNAME engine.
The worst case scenario if you import a date (using import methods) that is not defined as an Excel date field is that you would have to adjust the value, as explained in this note: http://support.sas.com/kb/41/000.html
Usually, you can tell whether you need an adjustment because the dates, when imported, will be approximately 60 years off from what you expect.