Do you mean his "fictional birthday" (a day celebrated in the stories) or the date of his creation?
The firts answer was, in the pre-Crisis era, February, 29th.
For the second... I only know that Superman's first story was published in march. ACTION COMICS #1 was dated June, 1938, but before 1990 Comics had a 3 months postdated date on the cover!
What is his in story birthday? Are there any issues where, Supes and family celebrate his b-day?
Batman's birthday was given in BATMAN FAMILY #11, however, Superman's birthday being February 29th is an old piece of information.
A few places where Superman celebrates his birthday:
SUPERMAN No. 249 (1972) by Cary Bates, which is incidentally also the first appearance of Terra-Man, which has Superman succumbing to emotional problems that Kryptonians get on their sixth birthday. Also, it is interesting to note that this sets that Superman was allowed to age a little beyond the traditional 29 years old.
Superman gets another birthday in SUPERMAN ANNUAL #11 (1985) which means that around the time of the Reboot, Superman was around 34 earth years old.
Interestingly, Clark Kent has a different birthday than Superman: According to SUPERMAN No. 263 (1973), Kent's birthday is June 18th. This was stated as being the date that Superman arrived on Earth, his "Earthday."