I enrolled in Al Khebra and this is what they taught me:

Left Turning:
Stay on LEFT LANE. 100 meters before round about signal left and slow down. Check your left for other vehicles that are already turning in the round about. If there are vehicles passing you just stop. If none then go to the inner lane of round about. Make sure your signal is left. As you pass the center of straight exit, signal right. Check your right mirror for cars then you can now go to left exit on the left lane or middle lane.

U Turning:
Stay on LEFT LANE. 100 meters before round about signal left and slow down. Check your left for other vehicles that are already turning in the round about. If there are vehicles passing you just stop. If none then go to the inner lane of round about. Make sure your signal is left. As you pass the center of left exit, signal right. Check your right mirror for cars then you can now go to u turn exit on the left lane or middle lane.

Straight:
Stay on MIDDLE LANE (if 3 lanes) or RIGHT LANE (if 2 lanes). As you approach the round about slow down and check the left for other vehicles that are already turning in the round about. If free then go and stay on the middle or right lane of round about. As you pass the center of right exit, signal right. Check your right mirror for safety while you go in the straight exit. Stay on the middle lane or right lane as you go in.

Right Turning:
Stay on RIGHT LANE. Signal your right and as you approach the round about slow down to check for cars on your left that are already in the round about. If free then go and turn right.

REMEMBER:
1. The cars coming from the left side of the round about is the priority meaning you have to stop and give them way.
2. Always use your signals so that other cars will know where you will be exiting.
3. Not all drivers know the proper use of signals, lanes and priorities in the round about so BE CAREFUL. Drive defensively.

I don't have a picture to show you but I hope you understand those instructions above. Just picture the round about as a +

| Straight Exit
|
|
Left Exit ----------- Right Exit
|
|
| Where you are coming from

Hope this helps.