\documentclass{article}

\newcounter{mycounter}
\makeatletter
% From the LaTeX kernel
% \def\two@digits#1{\ifnum#1<10 0\fi\number#1}
\newcommand{\twodigits}{\two@digits}
\newcommand{\threedigits}[1]{\ifnum#1<100 0\fi\two@digits{#1}}%
\newcommand{\fourdigits}[1]{\ifnum#1<1000 0\fi\threedigits{#1}}%
\newcommand{\fivedigits}[1]{\ifnum#1<10000 0\fi\fourdigits{#1}}
\makeatother

\begin{document}

\setcounter{mycounter}{7}

\threedigits{\value{mycounter}}% 007

\fourdigits{\value{mycounter}}% 0007

\makeatletter
\immediate\write\@auxout{\fivedigits{\value{mycounter}}}% 00007
\makeatother

\end{document}