Did you look at the Sorting plug-ins page?
The following is copied directly from that page. You might have to tweak the code a bit (for example, splitting on - rather than /, etc.) but most of the work is done for you:
Date (dd/mm/YY)
DataTables internal date sorting replies on Date.parse() which is part
of the Javascript language, but you may wish to sort on dates which is
doesn't recognise. The following is a plug-in for sorting dates in the
format dd/mm/yy. Note a type detection plug-in is provided to
automatically select this type of sorting when needed.
jQuery.fn.dataTableExt.oSort['uk_date-asc'] = function(a,b) {
var ukDatea = a.split('/');
var ukDateb = b.split('/');
var x = (ukDatea[2] + ukDatea[1] + ukDatea[0]) * 1;
var y = (ukDateb[2] + ukDateb[1] + ukDateb[0]) * 1;
return ((x < y) ? -1 : ((x > y) ? 1 : 0));
};
jQuery.fn.dataTableExt.oSort['uk_date-desc'] = function(a,b) {
var ukDatea = a.split('/');
var ukDateb = b.split('/');
var x = (ukDatea[2] + ukDatea[1] + ukDatea[0]) * 1;
var y = (ukDateb[2] + ukDateb[1] + ukDateb[0]) * 1;
return ((x < y) ? 1 : ((x > y) ? -1 : 0));
};