One way to get something like this:
PROC SQL;
CREATE TABLE TEST1 AS
SELECT lowcase(substr(put(Input( Put( Day, 8.), yymmdd8.),date9.),1,5)), Vol
FROM TEST;
QUIT;
You can create a custom format that would show just day of month and the month name. However the result will still have the month either upper case or proper case such as "Jan" . The result you showed is not actually lower case. Did you mean Proper case with the initial letter capital? And do you actually need a space between the day and the month?
proc format;
picture dm
low-high ='%0d %3B' (datatype=date)
;
run;
PROC SQL;
CREATE TABLE TEST1 AS
SELECT Input( Put( Day, 8.), yymmdd8.) as day format= dm., Vol
FROM TEST;
QUIT;