Short answer:
Sheet2.Cells(i, 2) = Format(Sheet1.OLEObjects("TextBoxSD" & i - 5).Object.Value, "dd/mm/yy")
Long answer:
Problems.
You're going to end up with plain text in those cells, not real dates.
Compounded by you already having each of the textbox's linked cell set as those cells. Changing what's in those cells will change what's in the text boxes and vice versa.
So what are you trying to do?
A guess: Unlink all the textboxes linked cells and use:
Sheet1.OLEObjects("TextBoxSD" & i - 5).Object.Value = Format(Sheet2.Cells(i, 2), "dd/mm/yy")
in your loop