You will also have to "prove" you are married by having the marriage certificate attested. Usually done at the Qatari (or Saudi if no Qatar) embassy in your country I believe.

When your husband comes - provided he meets the eligibility to sponsor you, he with the assistance of his HR department will have to start the paperwork to get you a residency permit - you can come on a visit visa on your Italian passport initially, only good for 30 days though.