as.Date
requires a full date, with day specified. Since you don't include a day it doesn't know what to do.
You could add any day and it should work like this
date <- 140201
date <- as.Date(as.character(date), format="%y%m%d")
You could use the lubridate
package to work with date a little bit easier.
> library(lubridate)
> month(ymd(as.character(140201), label=TRUE)
[1] February