Opening a small business as an Expat

Hello Everyone, I relocated to Bahrain 6 months ago on work visa (Software Engineer) from my home country, and probably just like every other expat I always has that fear that I'll be never sure how long I will belong here on someone else's need basis.

Hence, I always wonder how challenging is it to open/sponsor small businesses like Salon, Rental car, Small Mart being on a work visa?

Are you allowed to open or register a business while you're working here on an Employment visa ? And do you need any kind of approval from your employer?

And has anyone of you there has done similar kinda thing like opening a Salon and giving it out to some guy on monthly rental etc ?

Thanks in advance.