How I can filter list of all issues created in a particular month say january.(not by createdDate).
Your question is nonsense.
The only way to filter for issues created by date is to use the createdDate. That's what it is for.
The filter you are looking for will be based on the two JQL functions that work with the beginning and end of the month.
At this time (June) and assuming your January is the last January we had, I would build a query:
Created >= startOfMonth(-5) and Created <= endOfMonth(-5)
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