Help deciding the best statistic tool for my data
You could start with plotting the relation between any relevant pair of variables, typically with a simple scatter plot and possibly using color to represent a third variable.
Pearson correlation coefficient is a simple but useful measure of association between two variables. By calculating it between two variables on the whole data and then on subsets based on specific conditions (e.g. third column is A) you can observe the effect of the condition, i.e. see if it increases or decreases the correlation level.