Here's a way to do it in Tikz as Andrey L suggested:
- see the pgfplots manual for details (or on ctan)
- your posted data miss one point, so there's a difference
- you should add some names to your data
X Y
0.20 0.41
0.40 0.67
0.75 1.10
2.35 2.20
1.35 1.45
0.25 0.26
1.20 1.22

Basic hierarchical structure:
- new
tikzpicture environment
- inside
tikzpicture: new axis environment
- inside
axis: add as many plots as you need via \addplot
- specify details for
axis, addplot or table, see below, i.e. do it in the right place
\documentclass[10pt,border=3mm,tikz]{standalone}
\usepackage{pgfplots,pgfplotstable}
\begin{document}
\begin{tikzpicture}
% ~~~ frame, title, labels etc. ~~~~~~~~~~
\begin{axis}[
title=Whatever title you want here,
xlabel={$t$ [s]},
ylabel=$\ln{\frac{T_H-T_e}{T_w-T_e}}$,
]
% ~~~ first curve or data ~~~~~~~~~~~
\addplot [
only marks,
mark=+,
] table {data.txt};
% ~~~ adding a regression ~~~~~~
\addplot [
dotted,
teal,
] table [
y={create col/linear regression={y=Y}},
] {data.txt};
\end{axis}
\end{tikzpicture}
\end{document}