Is there a way to subtract 1 day from the date using SQL in this scenario?

use

DATEADD(DAY, -1, GETDATE())

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Replace GETDATE() with whatever other date value you want to use.

FirstMonth = 2018-01-31
SecondMonth = 2018-02-02

From which date? FirstMonth, SecondMonth, both?

Can those values be *more* than 2 days apart?

What's the expected result?  "All records dated 2018-02-02 , regardless of time"?

How do I implement that into my connection string?

agx, yes, those dates can be anything.  from FirstMonth to start.

So which value are you trying to subtract 1 day from  FirstMonth or SecondMonth?

Russ's answer shows how to subtract a day from any date.  
https://www.experts-exchange.com/members/Russ_Suter.html

It doesn't go in your connection string. It goes into your SQL query syntax. In the case of your example query above, I'm guessing you want it where your SecondMonth value currently is but that's just a guess.

Expected results:
My code looks at FirstMonth > and SecondMonth <

Right now though, it's a little confusing because on my HTML date form, I have to select the date before. So if I want to search all of February data, I have to select January 31st and March 1st. I want to be able to select the actual days and then just subtract one day on the front end, and add one day on the back end for the user.

Here's a simple code snippet that demonstrates how to get the first and last day of a month given any single date value

DECLARE @EnteredDate DATE
SET @EnteredDate = '3/12/2018'

DECLARE @StartDate DATE
DECLARE @EndDate DATE

SET @StartDate = DATEADD(MONTH, DATEDIFF(MONTH, 0, @EnteredDate), 0)
SET @EndDate = DATEADD(DAY, -1, DATEADD(MONTH, 1, @StartDate))

PRINT @StartDate
PRINT @EndDate

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Back to my original question, how do I implement that into this?

conn.open "select * FROM [ExportSales].[dbo].[Transaction_report_3-8-2018v2] WHERE Category = 'Sales' AND cast(Date as Date) > ('" & (FirstMonth) & "' ) AND cast(Date as Date) < '" & (SecondMonth) & "' ORDER BY Date ASC", "DSN=sales"

Why are we going to one date value?  I have two input boxes, so my user can select the date range.

OK, so if you only want data from February, what does your input look like?

Ok, I'm embarrassed to say that it finally triggered what I was doing wrong when I looked at your last set of code.  I changed my  > to >= and < to <= and it's picking up the 1st and last date correctly now.  Sorry all!

No worries, things like that catch us all out from time to time.

cast(Date as Date)

@bschwarting - Sorry had to put out a fire.   Just a suggestion, but .. it's generally better to avoid using functions on a column when possible. Otherwise, the database may be unable to use any indexes on that column.  Assuming FirstMonth = 2018-01-01 and
SecondMonth = 2018-01-31, this would return all records dated in January 2018

WHERE  Date >= CAST(RangeStartDate AS Date)
AND       Date < DATEADD(DAY, 1, RangeEndDate)

Please don't use cast(Date as Date) it isn't necessary (and as stated by  _agx_ it is far better to avoid functions on data in the where clause).

Let's assume your inputs
FirstMonth = 2018-02-01
SecondMonth = 2018-03-01

Even if the column called [Date] is actually a datetime or datetime2 or smalldate column then any time of day portion of that data is taken into account because of the >= or <

e.g.
[ID], [Date]
1, 2018-02-01 00:00:00
2, 2018-02-01 00:00:01

BOTH of those rows are already greater than, or equal, to 2018-02-01 without using any functions on them, so that is no need to cast([date] as date)