If I understand you correctly, the following should work:

use strict;
use warnings;
use Data::Dumper;

my %db_hash;

while (<DATA>) {
    chomp;
    my ($path, $start, $end, $delay) = split /\s+/, $_;

    # Get index for this path (if undefined, set it to 1)
    my $index = ++$db_hash{$path}{'index'};
    $db_hash{$path}{$index}{START} = $start;
    $db_hash{$path}{$index}{END}   = $end;
    $db_hash{$path}{$index}{DELAY} = $delay;
}

printf "Contents of db_hash => %s\n", Dumper(\%db_hash);

__DATA__
my_path    /path/3434/some_txt   wodo                -445
your_path  /path/3434/some_txt   wodo_modo           41
my_path2   /path/232/wge45       wodo_modo           240
my_path    /t43/annow23x         /a/b/c/43           NA
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Which will yield:

Contents of db_hash => $VAR1 = {
          'my_path2' => {
                          '1' => {
                                   'START' => '/path/232/wge45',
                                   'DELAY' => '240',
                                   'END' => 'wodo_modo'
                                 },
                          'index' => 1
                        },
          'my_path' => {
                         '1' => {
                                  'START' => '/path/3434/some_txt',
                                  'DELAY' => '-445',
                                  'END' => 'wodo'
                                },
                         'index' => 2,
                         '2' => {
                                  'START' => '/t43/annow23x',
                                  'DELAY' => 'NA',
                                  'END' => '/a/b/c/43'
                                }
                       },
          'your_path' => {
                           '1' => {
                                    'START' => '/path/3434/some_txt',
                                    'DELAY' => '41',
                                    'END' => 'wodo_modo'
                                  },
                           'index' => 1
                         }
        };
[download]

Update:  Changed print to the printf it was supposed to be (which reveals a mistake I make all the time).  Thanks ysth, for catching that.