In this particular case, it is easy to see that $e$ is an identity.
Lemma: Given a latin square with an identity, the operation is associative if and only if the latin square is the table of a group.
This is immediate. Indeed $\Leftarrow$ is obvious.
For $\Rightarrow$ associativity and identity are given, and it is immediate that latin square implies inverses.
\qed
For the given table it is trivial to see it is not coming from a group, as any group with 5 elements is cyclic thus commutative, and your square is not.
In general, given a larger latin square it may be hard to decide if it is the table of a group or not.