Know Before You Go
You will need a SUV with clearance to get here, but four-wheel drive is optional. A guide/tour is not needed. You should be familiar with driving on dirt roads that are heavily potholed, as it is easy enough to pop a tire if you drive too fast and hit one of the rocky potholes. The drive takes between an hour and a half to two hours from Riyadh.
Blue Abaya lists one approach, which has a gate and some loose sand. Backcountry Nomad lists the other that Google Maps provides. The Google Maps way has no signs or much in terms of physical waypoints, but the GPS is spot on.