My understanding is that Westerners live in their own section or enclave and pretty much have all the amenities of western culture at their disposal.(including nightclubs that serve alcohol)
That applies in places like the Eastern Province of Saudi Arabia (ARAMCO Oil territory) and there any alcohol availability is kept well under the radar. Dubai and the UAE? Not so much. Dubai, in particular, is the least "Arab" or Sharia compliant location in the region. Lots of Indians and European expatriates live there and pretty much run the place under local Arab ownership of the companies.