How to format dates in queries?

What are you asking?

If you want to make yyyy-MM-dd the default, you can do so in Edit | Preferences > Results.

You should treat dates as date in sql, not string. Format the date outside sql and parse the date before using in query:

//ExecuteCommand("CREATE TABLE myTable ( myDate DATETIME NOT NULL )");
//ExecuteCommand("INSERT myTable VALUES ( '2020-01-01' ), ( '2020-01-03' ), ( '2020-03-02' )");

myTable
  .Select(x => new { x.myDate }) // Select only the column(s) you'll need
  .AsEnumerable() // Convert IQueryable to IEnumerable (everything from here is performed / evaluated client side)
  .Select(x => x.myDate.ToString("dd-MM-yyyy")) // Format date
  .Dump();


myTable
  .Where(x => x.myDate == DateTime.ParseExact("2020-01-03", "yyyy-MM-dd", System.Globalization.CultureInfo.InvariantCulture))
  .Dump();