I have been searching it for an hour but unfortunately nothing found that actually work. I have an excel sheet with a column having date in it. Current date format is dd
The problem is that your date is a text string, so changing the cell number format won't have any effect.
One method of convert the dates in place to "real" dates is to use the Text to Columns wizard.
Select your date(s).
Select the Text to Columns option on the Data Tools Tab of the Data Ribbon:
Step 2 is irrelevant
At Step 3, for the date column, select DMY as the format. You can also select the "Destination" if you want the results written elsewhere.
That's it. Your dates will be converted in place
Since your dates are now "real" Excel dates, you can use the Cell ► Number Format dialog to change the format to whatever you want.