Basically you set the update flags for each table individually by specifying the updateable columns, which columns represent the unique key to identify the row and which table you are updating
dw_main.object.the_seq.Update='Yes'
dw_main.object.anothercolumn.Update='Yes'
dw_main.object.the_seq.Key='Yes'
dw_main.object.datawindow.table.updatetable='TABLE1'
li_rc = dw_main.Update(true, false)
dw_main.object.the_seq.Update='No'
dw_main.object.anothercolumn.Update='No'
dw_main.object.the_seq.Key='No'
li_rc = dw_main.Update(true, false)
and now repeat for the next table.
Check the flags of dw.update() statement when to set them to (true, true) or (true, false)