Try this:
UPDATE t1
SET t1.sms_count_on_net=isnull(t2.sms_count_on_net,0) +
isnull(t3.sms_count_on_net,0) +
isnull(t4.sms_count_on_net,0)
FROM dbo.dumpfile_doroud t1
LEFT JOIN dbo.dumpfile139201 t2
ON t2.msisdn = t1.msisdn
LEFT JOIN dumpfile139202 t3
ON t3.msisdn = t1.msisdn
LEFT JOIN dumpfile139203 t4
ON t4.msisdn = t1.msisdn
I don't think it's possible to make faster query, so you can try put indexes. I think you can create nonclustered index on column msisdn
on all tables. Syntax:
CREATE NONCLUSTERED INDEX IX_doroud_dumpfile139201
ON dbo.dumpfile139201(msisdn);
You can run SQL Management studio and turn on display estimated execution plan
this sometimes gives good advices on creating indexes.