The CreatedBy Field is a read-only field that cannot be updated via dataloader without "Set Audit Fields upon Record Creation" permissions. Previously you had to file a Case with Support to turn this permission on for a limited period of time when importing data. Without the permission enabled you won't see it mapped when using dataloader.
You no longer need to file a case with Salesforce to give a user "Set Audit Fields upon Record Creation" permissions to allow the user to Set audit fields, such as Created By, Last Modified By, and Created Date when you create a record (API only i.e Importing Tools) with Data Loader in order to make the Created Date writable.
See the following Knowledge Articles for more: 000171151, 000213290, and 000005202. You no longer need to file a support case with Salesforce as was necessary in the past.