Doha Shares the Border with Saudi Arabia. The Saudi Arabian Border Customs is in the Place Called SALWA which is the border for Saudi Arabia & Qatar. The nearest Saudi City to Qatar is Al-Hassa or Hofuf which is about 140 KM from Qatar. Normally GCC Nationalities Does not need a visa to visit Qatar, but other nationalities may require a Visa to visit Qatar..
If you are from one of the nations who can get a visa at the airport then you can just pack your bag and come to Qatar. That is most of EU, USA, Aus, Singapore, Malaysia, Japan, basically first world countries. If you are not from those countries then you need to contact a five start hotel in Doha and they will arrange a visit visa for you.