Ayush , good idea to start a business here.
but you see .. its up to you to find the niche which you can find profit...
one small and good start will be to contact THE BOARD OF INVESTMENT , we have one here that can help you.
we have many expats that are very successful in business.
Or else you have to pay some consultancy company which can help you in this.
Hope i answered your question Ayush
rgds,
Kayssaven