No. An integer has no concept of leading zeros. If you want to display it as such, then you need to convert it to a string format, either with SQL commands or as part of your display code.
You can brute force it in SQL as:
SELECT RIGHT('000000'+ CONVERT(VARCHAR,myIntColumn),7) AS leadingZeroNumber FROM myTable
But I would probably do it in the presentation layer to ensure the results are source independent.