Hi Manisha.
As fas I understood your situation, the "Trigger" for sending an SMS is the change of the status to a specific value.
For such an event, spell code is an appropriate way to react on this.
Another possibility would be to use a specific notification rule for the "Update Status" activity, using a special contact with a special notification method, which can be used to start an external script in a different way.
Nevertheless, to me its more a question of writing a script which is able to send a http post request to your SMS gateway. This is totaly independent from SDM. SDM is just the "trigger" of this script.
Maybe its a good idea to embed the curl call into a bat script. Try bringing this script to work. If it works, call it with spell, maybe using "launchit" as a command line wrapper.
Regards
...............Michael