Originally Posted by Umer

If you're asking whether it's possible to perform Umra with a visit visa: Yes it is and most likely you won't be stopped at the check points before Makkah & Madinah.

If you're asking whether Saudi law allows you to do that: No it doesn't. And I feel you wouldn't really want to break the law while going on a spiritual journey. In the unlikely case that you will get stopped you might face problems on top of that.