#!/usr/local/bin/perl
use strict;
use warnings;
my %hash;
while(<DATA>){
        chomp;
        my ($SNP, $IND, $COL1, $COL2, $COL3)= split(/\s+/);
        push @{$hash{$IND}}, $COL1, $COL2 if $IND;
}

use Data::Dumper;
print Dumper(\%hash);
__DATA__
SNP5    IND1    A5    C5    0.8
SNP2    IND1    A2    C2    0.8
SNP1    IND1    A1    C1    0.8
SNP3    IND1    A3    C3    0.8
SNP4    IND1    A4    C4    0.8
SNP5    IND2    G5    T5    0.8
SNP2    IND2    G2    T2    0.8
SNP1    IND2    G1    T1    0.8
SNP3    IND2    G3    T3    0.8
SNP4    IND2    G4    T4    0.8
[download]

sorting and printing the outcome is left as an exercise to the OP