For any free scalar field, $\Phi(x) $, the creation operator $a^{\dagger}(p)$ is written without any time dependence or time label on it. So when it acts on the ground state $|0\rangle $, it creates a momentum eigenstate. This state is just an honest vector in the Hilbert state, $|p\rangle$, which is an eigenstate of 4-momentum operator $P=(H,P_1,P_2,P_3)$. It doesn't have any time label on it. So it's not , for example, a state like $|p,t\rangle$ (which is an eigenstate of Heisenberg operator $P(t)= e^{iHt} P e^{-iHt}$).
Now, in textbooks, people point out that for an interacting theory, the field behaves like a free field at early and late times. They define those free fields $\Phi_{in}$ and $\Phi_{out}$ to have their own creation operators $a^\dagger_{in}$ and $a^\dagger_{out}$ (Maggiore QFT book, for example). Now, just like any other free field creation operator, I assume that this $a^\dagger_{in}$ could create states like $|p\rangle$ that are eigenstates of the 4-momentum operator $P$, where $P=(H_{in}, P_1,P_2,P_3$). But it seems to me from textbooks that this $a^\dagger_{in}$ can create momentum states with time label on them, like $|p, -\infty\rangle$ which are eigenstates of the Heisenberg operator $P(-\infty)= e^{iH_{in}(-\infty)} P e^{-iH_{in}(-\infty)}$.