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Today, I bought a Sony Xperia L smartphone. Well, it might sounds wierd but when I go to Settings>XPERIA there is not any option to download my internet and mms settings. That's absolutly wierd, right? I mean the panel conteins "About PS certified, my Xperia, throw Settings and USB connectivity" where is my Internet and MMS settings option? How is this possible? Please help me! 
Those block of 5 images the one on the far right says Access point names - Open that then see if any settings are listed and are ticked or have a dot in them - You can also select the 3 dots menu top right and select Reset to default then choose from a list of networks unless as stated your phone is pre programed due to branded firmware to auto install the settings
You could visit a store and ask them to Flash a Geric firmware but there will possibly be a charge for doing this however you can do this yourself for free
Take a look here for firmwares - Just make sure to get the right firmware for your model via settings about phone
A good guide is here - Ignore the titile as it's the proccess you need to follow