You'll also want to "unpack" your date later in another program, so using REDEFINES rather than a group with a subordinate packed-decimal:
05 WD-DDMMYY-DT-NUMERIC PIC 9(06).
05 WD-DDMMYY-DT-PD PACKED-DECIMAL PIC 9(06)V9
VALUE ZERO.
05 FILLER
REDEFINES
WD-DDMMYY-DT-PD.
10 WD-BCD PIC X(03).
10 FILLER PIC X.
MOVE WD-DDMMYY-DT-NUMERIC TO WD-DDMMYY-DT-PD
MOVE WD-BCD TO wherever-you-want
The low-order half-byte (nybble) of a packed-decimal field indicates the operational sign (C for positive, D for negative, F for no operational sign, treated as positive - there are some Non-Preferred signs as well, A, B, E).
For the digits part of a packed-decimal, one digit takes one nybble.
For a packed-decimal, any given number of bytes will allow an odd number of digits to fit exactly. An even number of digits must always be preceded by a zero (you don't worry about that, the compiler does it for you).
To get six decimal digits "packed" into three bytes, you must ignore the sign (remembering that a nybble is used even for an unsigned field). This result is a convention called Binary Coded Decimal (BCD). COBOL has no native support for BCD, so you have to code. But not much.
To get the sign out of the way, you need to shift your digits to the left one nybble, whilst leaving your sign where it is. Leaving the sign alone is not a problem, COBOL does that for you. Shifting left is like a multiply by a power of 10. To shift one left, multiply by 10.
However, there is a neater way to arrange for the shift, which is to define the packed-decimal field to have one decimal place (V9). When your date, obviously an integer, is MOVEd to this field, the decimal part will be zero (one digit) and the date date will precede the zero.
It is worth noting that with IBM's Enterprise COBOL V5 any multiply or divide by a power of 10 is actually implemented as an appropriate shift.
Which will mean that the code generated by the V5 compiler will be very similar for the MULTIPLY by 10 and the MOVE to a field with one decimal place. Perhaps identical (I can't check).
To "unpack" the date:
05 WD-DDMMYY-DT-NUMERIC PIC 9(06).
05 WD-DDMMYY-DT-PD PACKED-DECIMAL PIC 9(06)V9
VALUE ZERO.
05 FILLER
REDEFINES
WD-DDMMYY-DT-PD.
10 WD-BCD PIC X(03).
10 FILLER PIC X.
MOVE wherever-you-want TO WD-BCD
MOVE WD-DDMMYY-DT-PD TO WD-DDMMYY-DT-NUMERIC
Note the VALUE ZERO in this definition. Such is the way that Enterprise COBOL works (up to V4.2 anyway) it is not actually necessary, but it is documentary to the programmer. The low-order byte (the fourth) is never changed from it's initial VALUE, meaning it always contains X'0F'. The compiler will actually "short-circuit" this, because it is going to force the output to be unsigned anyway, so doesn't need the sign from the source field.