If the CSV import will happen repeatedly, I would set up an ImportLeads database.
That will allow you to parse the phone number, test for area code and delete unneeded records before importing into your database.
Ok, how would I check whether The area code exist? I can't figure out how to do that and delete if it doesn't.
Hmmm, I'm not sure you need that extra table.
If you set up your area code field as a number or text field with an auto-enter calculation that auto-enters the left 3 characters, you can enable auto-enter options during import and this field will automatically get the desired data.
This would then make it possible to set a validation field option on the same field that rejects data entry if there is no related records in the area code table. If you specify "validate always", I think your import would automatically filter out and omit those records where the area code does not match to a record in the area code table.
You'll need to try that on a copy of your file and see if it works as I think that it will.