Yes and no. Most English people know of these dogs from seeing films about the Yukon (etc.), or from holidays in Canada, accordingly referring to the dogs as sled dogs and to the thing they pull as a dogsled or dog sled. This is quite distinct from 'sledge', which usually describes a children's toy. We have little snow here, so we rarely talk about things that need it.
Captain Scott will undoubtedly have used sledge dogs to pull dog-sledges on his trip to the Antarctic, but nowadays we have largely forgotten him and the language he would have used.
'Sled' also crops up in engineering, e.g. as the undercarriage of a rocket plane, perhaps because these things are generally made in California rather than Kent.