--> 测试数据：[tbl]
if object_id('[tbl]') is not null drop table [tbl]
create table [tbl]([产品编号] int,[区间] varchar(6),[销量] int)
insert [tbl]
select 10001,'201203',30 union all
select 10001,'201201',40 union all
select 10001,'201202',50 union all
select 10002,'201201',10 union all
select 10002,'201202',20 union all
select 10002,'201203',30

declare @str varchar(max)
set @str=''
select @str=@str+','+'['+RIGHT([区间],2)+'月]'+'=max(case when RIGHT([区间],2)='
+QUOTENAME(RIGHT([区间],2),'''')+' then [销量] else 0 end)' from tbl
group by RIGHT([区间],2)
exec('select [产品编号]'+@str+' from tbl group by [产品编号]')

/*
产品编号    01月    02月    03月
10001    40    50    30
10002    10    20    30
*/

------解决方案--------------------
SQL code

--> 测试数据：[tbl]
if object_id('[tbl]') is not null drop table [tbl]
create table [tbl]([产品编号] int,[区间] varchar(6),[销量] int)
insert [tbl]
select 10001,'201203',30 union all
select 10001,'201201',40 union all
select 10001,'201202',50 union all
select 10002,'201201',10 union all
select 10002,'201202',20 union all
select 10002,'201203',30 union all
select 10002,'201204',30 union all
select 10001,'201203',30


go
if OBJECT_ID('pro_tracy')is not null
drop proc pro_tracy
go
create proc pro_tracy
as
create table #t
(
[产品编号] int,
[区间] varchar(6),
[销量] int
)
insert #t
select * from tbl 
where cast(RIGHT([区间],2) as Int) 
between MONTH(GETDATE())-1 and MONTH(GETDATE())+1
declare @str varchar(max)
set @str=''
select @str=@str+','+'['+RIGHT([区间],2)+'月]'+'=max(case when RIGHT([区间],2)='
+QUOTENAME(RIGHT([区间],2),'''')+' then [销量] else 0 end)' from #t
group by RIGHT([区间],2)
exec('select [产品编号]'+@str+' from #t group by [产品编号]')

--修改了你的数据
exec pro_tracy
/*
产品编号    02月    03月    04月
10001    50    30    0
10002    20    30    30
*/