As you noted in the tag for your question, it sounds like you are dealing with a GWAS dataset. There are multiple statistical tests available, and which to use will depend on the question you are asking and the data available. In particular, some tests will be appropriate for binary traits, others with multifactor traits, and yet others for continuous traits. A reasonable place to start might be with the plink section on association testing:

http://pngu.mgh.harvard.edu/~purcell/plink/anal.shtml

Also, there are _many_ slide decks and review papers on performing GWAS. If you are new to the field, I'd suggest finding a friendly genetic epidemiologist to work with you on the dataset to look at details of the dataset including population stratification, potential for imputation, and what questions are best to be asking.