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>{data.Key}</th>
        <template for:each={data.value} for:item="dataValue">
            <td key={dataValue.Id}>{dataValue.Label}</td>
        </template>
    </template>