If I am importing a custom object using the CSV data import wizard, how do I create a "Date Created" field and also change the "Last Modified" field on the object.
It doesn't seem like such fields exist.
Created date is created authomaticly after insert of record. But you can also import value for this field - you have to create case to salesforce support. Only they can give you permission to set this field value.
All objects have such fields. In order to insert data into them, you have to submit a request to support. You must indicate that you are importing legacy data, and state how long (up to 90 days) that you need these fields to be accessible. They are only accessible for new records inserted through a data loading tool like Data Loader - I don't think you'd be able to use the regular import wizard.
See this Salesforce Knowledge article for more details: https://help.salesforce.com/HTViewSolution?id=000176484&language=en_US