When was transferred file actually created?

When a file is downloaded, in a Date Of Creation in it’s attributes indicated the time when it was downloaded, not when it was originally created. Is there a way to find the actual date, be it text, sound or video file?

Only if the filesystem** metadata was also downloaded. Unless the file was in some kind of container (like a zip file) the created time is not saved.

(**Some formats, like photos, will have their own metadata seperate from the filesystem that can include a timestamp of when the photo was taken. That file metadata would be saved)