This is something that you have to manage yourself. From the SFTP protocol perspective there is no difference between a file that is still being uploaded and file that is complete. Once you instruct the Rebex SFTP client to download the file, it simply downloads it as it is (it might be partial and you have no means to determine it from within SFTP protocol).
Do you have the upload process under your control? If yes, it would be the best to upload the file to a special folder under a special name and once the upload finishes then move it to another directory from which you can be sure you can download completely uploaded files.
Sftp sftp = new Sftp();
// if you have complete control over the uploads, upload the file under a special name
// and only after the file upload is done, then rename the file to its target name
Let me know if the above approach works for you.