How to join 3 queries in sql?

First of all, I'm committing you to do this:

and (MONTH(SdFecha)= month(@FechaDesde)-1  and YEAR(SdFecha)=YEAR(@FechaDesde))

to filter records from a month before the requested period is not going to work, imagine that @FechaDesde is 12/1/2017 then month(@FechaDesde)-1 = 0 and obviously there is no month 0 , you should also adjust the year in that case, because what you really want is to see the 12/2016. One way to solve it is the following:

MONTH(SdFecha) = MONTH(DATEADD(MONTH, -1, @FechaDesde) and YEAR(SdFecha) = YEAR(DATEADD(MONTH, -1, @FechaDesde)) 

That is, I move the date one month back and now I do look at the month and year.

Of course Ariel's solution of using variables is valid, but to offer you an alternative, we are going to use subqueries and joins like this:

select  
    R1.NumOperador, 
    R1.SdFecha,
    R1.Rendimiento            as 'RenMesActual', 
    ISNULL(R2.RenUltimoMes,0) as 'RenUltimoMes',
    ISNULL(R3.RentAnual,0)    as 'RentAnual'
    from trfRendimientos R1
    -- máximo rendimiento del período solicitado por operador
    INNER JOIN ( select NumOperador, MAX(SdFecha) AS 'MaxSdFechaMes'
        from trfRendimientos 
        where CONVERT(DATETIME,CONVERT(VARCHAR,SdFecha, 111)) BETWEEN @FechaDesde AND @FechaHasta)
        group by NumOperador
    ) A
       ON A.NumOperador = R1.NumOperador
       AND A.MaxSdFechaMes = R1.SdFecha
    -- mes anterior
    left join (select NumOperador,
            sum(Rendimiento)/count(Rendimiento) as RenUltimoMes
            from trfRendimientos 
            where   MONTH(SdFecha) = MONTH(DATEADD(MONTH, -1, @FechaDesde) and YEAR(SdFecha) = YEAR(DATEADD(MONTH, -1, @FechaDesde))  
            group by NumOperador
        ) R2
        ON R2.NumOperador = R1.NumOperador
    -- año actual
    left join (select NumOperador,
            sum(Rendimiento)/count(Rendimiento) as RentAnual
            from trfRendimientos 
            where   (month(SdFecha)>=month(1) and YEAR(SdFecha)=YEAR(@FechaDesde))
            group by NumOperador
        ) R3
        ON R3.NumOperador = R1.NumOperador
    where   (R1.NumOperador = @NumOperador OR @NumOperador = 0)  

Keep in mind, that I have neither the model nor any example defined, so there may be some error in the query, but I hope you understand the idea. Eventually it might be possible to solve everything with a single SELECT but I think it would be much more complex to understand.

EDITED

After the last comment of Molita, I redo the query modifying the WHERE by and CONVERT(DATETIME, CONVERT(VARCHAR,R1.SdFecha, 111)) = @FechaDesde , what is sought is that the main query returns the values of the consulted day regardless of the time.

You can set the variables before and then add them to the query

declare @RenUltimoMes REAL,@RentAnual REAL



select 
@RenUltimoMes=sum(Rendimiento)/count(Rendimiento)
from trfRendimientos 
where (NumOperador = @NumOperador OR @NumOperador = 0)  
and (MONTH(SdFecha)= month(@FechaDesde)-1  and YEAR(SdFecha)=YEAR(@FechaDesde))

select 
@RentAnual=sum(Rendimiento)/count(Rendimiento)
from trfRendimientos 
where (NumOperador = @NumOperador OR @NumOperador = 0)  
and (month(SdFecha)>=month(1) and YEAR(SdFecha)=YEAR(@FechaDesde))


select Top 1 NumOperador, Rendimiento, SdFecha,@RenUltimoMes as RenUltimoMes,@RentAnual as  RenAnual
from trfRendimientos 
where (NumOperador = @NumOperador OR @NumOperador = 0)  
and (MONTH(SdFecha)= month(@FechaDesde)  and YEAR(SdFecha)=YEAR(@FechaDesde))

I do not know if it works in SQLServer, but in Mysql I have tested it and you can do a select inside another, like this:

select resultado1, (select resultado 2
                    from tabla 2
                    where...), (select resultado 3
                                from tabla 3
                                where .....)
from tabla
where....;

I tried to do it with your code, but it looked bad ... I hope you could see the idea