Technically, scp does create directories if you specify the -r option but that means you need to copy the entire directory and not just a single file:

-r Recursively copy entire directories. Note that scp follows symbolic links encountered in the tree traversal.

Example using scp locally:

/home/blytsplyk: ls -lr dir1
total 4
drwxr-xr-x 2 blytsplyk users 4096 May 16 19:30 tmp
-rw-r--r-- 1 blytsplyk users 0 May 16 19:27 file1
/home/blytsplyk: ls -lr dir2
ls: cannot access dir2: No such file or directory
/home/blytsplyk: scp -r dir1/* dir2
dir2: No such file or directory
/home/blytsplyk: mkdir dir2
/home/blytsplyk: scp -r dir1/* dir2
/home/blytsplyk: ls -lr dir2
total 4
drwxr-xr-x 2 blytsplyk users 4096 May 16 19:31 tmp
-rw-r--r-- 1 blytsplyk users 0 May 16 19:31 file1

As for the original question, while your home directory may not have the same name on the remote system as it does on the local system, by default, if you do not specify a directory name, scp will use the home directory on the remote system when copying the file. Therefore, if you simply want to copy a file from your home directory on one system to your home directory on another system, you can just do this:

scp file user@server:

There is no need to specify the trailing ~/. In fact, if your account name is the same, there is no need to specify user@ either. And, finally, if you set up your ssh keys, there would be no need to enter your password. I don't personally use sftp since I don't have a need to automate transfers between Windows and Unix machines but I believe newer version of sftp take advantage of ssh so you would still need to set up ssh keys if you want to avoid manual password entry.