If I understand your requirement correctly, you need to change the month value with +1/-1 using the mouse wheel. Please correct me if I am wrong.
This behavior is supported out of the box but it requires first selecting the desired date part that you want to change, e.g. month, day, year. The attached gif file illustrates better what I mean.
However, if you want to change only the month, it is necessary to disable the default mouse wheel logic and execute the custom action that you want: