I am using pic 10f206 microcontroller.
My intention is to store some variables into program memory and change them during run time depending upon some conditions.
And finally, since those variables are stored in flash, when I power up the microcontroller again, I should get the updated values.
It is easy to do, but not in a 10F206. What you are asking for is storage in EEPROM or in main program memory. EEPROM is only present in some of the baseline PICs but the 206 doesn't have it. The ability to save directly in program memory is only available in some of the larger PICs. Your options are to move to a PIC with EEPROM or to use an external EEPROM connected to it. The closest PIC to the 10F206 which would be suitable is the 12F1822 which (I think) is pin compatible.
I'm afraid the last processor I used in that series was the 8035 about 25 years ago! (That dates me!) I'll let more experienced readers answer that one.
Brian.