First, I will place my date into a Macro Variable.

NOTE: I find that date9. works great with IBM® Netezza® SQL and Transact-SQL. Use whichever format that works for the type of SQL you're executing.

data _null_;
            call symput('testDate',COMPRESS(put(today(),date9.)));
;RUN;
%PUT &testDate;

My %PUT statement resolves to: 10MAR2017

Next, I want to run a PROC SQL Pass-through and resolve that Macro Variable inside to specify a date.

PROC SQL;
CONNECT TO odbc AS alias (dsn=myServer user=userName password= pass);
CREATE TABLE TableName AS 
SELECT * 
FROM connection to alias
    (
        SELECT *
        FROM
            Database.schema.MyTable
        WHERE
            DateColumn = %bquote('&testDate')
    );
QUIT;

%bquote('&testDate') will resolve to '10MAR2017' when the code executes.