SAPTCO office is near SANA round about/opposite to municipal building....
They will not provide you umra visa, that you have to arrange yourself through any umra/hajj service agents.
You can purchase ticket to Alhassa and get down there. Further you can continue travel to Riyadh, then from Riyadh to Makkah or travel to Damma, from Dammam to Jeddah by Flight.