Row Column Value
 i    j     Vij

file=Import["matrix.dat"]
(* Dimension of square matrix *)
dimKall=6000;
s = SparseArray[{file[[i_, 1]],file[[i_, 2]]} -> file[[i_, 3]], {dimKall,dimKall}]

file = {{1, 1, 2}, {2, 2, 4}, {3, 3, 7}, {4, 4, 8}, {4, 1, 2}, {3, 2,
    10}};
DimKall = 4
s = {{2, 0, 0, 2}, {0, 4, 10, 0}, {0, 10, 7, 0}, {2, 0, 0, 8}};

m = SparseArray[{#, #2} -> #3 & @@@ file, {DimKall, DimKall}];

M = m + m[Transpose] - DiagonalMatrix @ Diagonal @ m;

MatrixForm @ M