The Mozilla Sunbird calendar does not give you the option of changing the date format, from e.g. US mm/dd/yyyy to UK dd/mm/yyyy.
However, the program does pick up the system locale and should set the date format accordingly. So, if you're seeing the US date format and you want the UK one, it's likely that your locale is set to en_US instead of en_GB. Check with the following command:
Gentoo have a very good guide on setting the locale on a gentoo system, which I followed and it worked a treat. Gentoo Linux Localization Guide.
If you use a different distribution, it's possible that the steps are similar but I can't be sure.