How do I make the return of a query (PDO) already bring me an array ready?

To convoke an array from the PDO in the requested structure manually create a new array ( $saida ) and add the elements according to the key ( periodo )

//array na estrutura do PDO 
$entrada = array(
                0 => array('periodo' => 'jan2014', 'cliente' => 'cliente A'),
                1 => array('periodo' => 'jan2014', 'cliente' => 'cliente B'),
                2 => array('periodo' => 'fev2014', 'cliente' => 'cliente C'),
                3 => array('periodo' => 'jan2014', 'cliente' => 'cliente D'),
                4 => array('periodo' => 'mar2014', 'cliente' => 'cliente E'),
                5 => array('periodo' => 'mai2014', 'cliente' => 'cliente F'),
                6 => array('periodo' => 'jan2014', 'cliente' => 'cliente G'),
                7 => array('periodo' => 'mai2014', 'cliente' => 'cliente H'),
                8 => array('periodo' => 'jun2014', 'cliente' => 'cliente I'),
                9 => array('periodo' => 'mar2014', 'cliente' => 'cliente J'),

        );

$saida = array();

foreach($entrada as $item){
   $saida[$item['periodo']][] = $item['cliente'];
}

the result of the new array will be:

Array
(
    [jan2014] => Array
        (
            [0] => cliente A
            [1] => cliente B
            [2] => cliente D
            [3] => cliente G
        )

    [fev2014] => Array
        (
            [0] => cliente C
        )

    [mar2014] => Array
        (
            [0] => cliente E
            [1] => cliente J
        )

    [mai2014] => Array
        (
            [0] => cliente F
            [1] => cliente H
        )

    [jun2014] => Array
        (
            [0] => cliente I
        )

)

Then to get the values of the new array just use two foreachs:

foreach($saida as $key => $item){
    foreach ($item as $subitem){
        echo 'periodo: '. $key  .' - '. $subitem .'<br>';
    }
}

You need to use PDOStatement :: fetchAll

Example:

<?php
    $sth = $dbh->prepare("SELECT name, colour FROM fruit");
    $sth->execute();

    /* Fetch all of the remaining rows in the result set */
    print("Fetch all of the remaining rows in the result set:\n");
    $result = $sth->fetchAll();
    print_r($result);
?>

Outcome:

Array
(
    [0] => Array
        (
            [NAME] => pear
            [0] => pear
            [COLOUR] => green
            [1] => green
        )

    [1] => Array
        (
            [NAME] => watermelon
            [0] => watermelon
            [COLOUR] => pink
            [1] => pink
        )

)