Do you want to create the weighted adjacency matrix or do you want a digraph object that you can manipulate and analyze (asking for shortest path, distance between nodes, etc.)?
The "Edge List Graph Construction with Node Names and Edge Weights" or "Graph Construction with Tables" examples on that documentation page to which I linked above may give you a starting point for how to construct such a digraph that you can adapt to the specific format in which your data is stored.
And if you do just want the weighted adjacency matrix, if you build a digraph you can call the adjacency function on the object you built.
