Yes, this is possible using the following code (C#):
Sftp sftp = new Sftp();
sftp.Connect(...);
sftp.Login(...);
// upload the file
sftp.PutFile(localFile, remoteFile);
// assign creation and modification time attributes
SftpAttributes attributes = new SftpAttributes();
System.IO.FileInfo info = new System.IO.FileInfo(localFile);
attributes.Created = info.CreationTime;
attributes.Modified = info.LastWriteTime;
// set attributes of the uploaded file
sftp.SetAttributes(remoteFile, attributes);
(If you prefer VB.NET, please let me know.)
Please be aware that creation date/time will only be set if the SFTP server supports SFTP v4. On servers that only support SFTP v3 (such as OpenSSH), only modified date/time will be set (this is a limitation of SFTP v3).