To relocate to Dubai or another Gulf country, it is essential that you are sponsored. This means that you will need to have a firm offer of employment before you will be granted a visa. Your prospective employer will act as your sponsor, and deal with all the paperwork associated with the work and residency visas that you will require.
It is not possible to obtain a visa for work unless you have an actual contract of employment in place, and you will be unable to apply for visas yourself.
Sponsorship means that your employer is responsible for you while you are in the country. If you should need any help or get into any trouble they are responsible for dealing with the situation. They are also responsible for making sure that you return to your home country when your contract of employment comes to an end.
Your sponsor may also be required to hold your passport while you are in their employ. This is so that it is readily available when the authorities run their usual checks to ensure that there are no illegal workers being employed by the company. Employers are unlikely to take that risk as the penalties are high but the checks are regularly carried out.
Changing jobs is a complicated procedure and it is not recommended that you try. Some Gulf countries will not allow a change of sponsor; this avoids any confusion and the possibility that someone will fall through the cracks.
