I would do it like this:

use strict;
use warnings;

my %freq;

foreach my $file (@files) {
    open my $infh, '<', $file or die $!;
    while (<$infh>) {
        chomp;
        my ($freq, $data) = split /\s+/, $_;
        push @{$freq{$freq}}, $data;
    }
}

foreach my $k (sort {$a <=> $b} keys %freq) {
    print "$k @{$freq{$k}}\n";
}
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But this makes the assumption that there is a manageable quantity of frequencies. If the list of frequencies and values is too large to hold in memory you might just want to consider a database solution so that you could tailor your selects with appropriate detail and constraint.