You should be able to access elements of the array using a nested for:each and dot notation in your HTML file.
<template for:each={dataStructure} for:item="data">
<th><th key={data.Key}>{data.Key}</th>
<template for:each={data.value} for:item="dataValue">
<td key={dataValue.Id}>{dataValue.Label}</td>
</template>
</template>