No, suicide is definitely not an option and you should get this out of your mind state away. I firmly believe that any person who commits a suicide to be a coward. Do you believe that your leaving the world in this way would end the sufferings of your family for whom you took the trouble to come here? Their troubles will simply multiply. Just think of that. YOU must live for THEM.
Having said that, you are new to the Middle East and are not aware how things work here. While the government tries its best to protect workers and their rights, there are many black sheep who find ways to beat the laws. Surely, you can lodge a complaint against your sponsor with organizations such as a National Human Rights Committee but then your sponsor may retaliate by cancelling your visa and sending you home. That is usually the case here as this sends a message to other employees in the company. Also, if you just look around, you will get to realize that there are many out here who are in a much worse condition than you and yet they keep surviving, just for their loved ones back home.
Yes, do go about making some friends. Loneliness also makes people begin to hate life. Loneliness allows the devil to become your friend. If you don't find a friend, just send me a message on my PM with your contact details, and you will find a hand of friendship extending towards you.
Lastly, remember: Every man has his secret sorrows. A POSITIVE ATTITUDE gives you the power over circumstances. Don't allow the circumstances have power over you.