Date table with Australian date format

I'm using SQL Server 2012, I want to create a date table and I need the format for be dd/mm/yyyy.

for some reason no matter what I do, the results in the SQL Server do not show this format. I tired to use CONVERT().

I even created an excel spreadsheet with some dates in the format I want and tried to import into my database. When I look at the preview, it's all correct

But then when I run the query is switches it back

My date in the Windows is in the correct format.

Any ideas how to fix this?

Thank you