It is a cloud based platform meaning you can access it from anywhere in the world. All you have to do is procure a license and get started. But if you are new and want to learn there is a 90 day free trial program that you can leverage.
To my knowledge they currently have servers in the USA that serves the clients in the Americas and APAC, and servers in the Netherlands that serve the European clients.
So if your client can't have the data being stored outside of it's home (presumably Saudi Arabia) that could be an issue. It's a question we receive regularly from our German clients, Anaplan is working on a collaboration with AWS to host specific models within Germany. Presumably a similar solution could be created for Saudi Arabia, given the assumption that a partner can be found to do the hostings.
But it's something you best take up with the Anaplan-team to clearly specify the need.
(Some of this info might be out of date as it's been a while since I've had the last update.)