You can get the addresses and contact information of Saudi Arabia embassies and diplomatic missions abroad by visiting MOFA's website, under the section of "Saudi embassies and diplomatic missions:
http://www.mofa.gov.sa/SITES/MOFAEN/SAUDIMISSIONSABROAD/SAUDIEMBASSIESABROAD

Obtaining a visa to enter Saudi Arabia should be through the diplomatic missions abroad or the entry points according to instructions or through MOFA's website under the "consular services" located at the home page, where there is an electronic application to be filled and submitted .
And for more information about visas you can visit the page of "consular services" at our website.