Drink with the locals? This is an Islamic country, the locals don't drink.
There are no longer any bars except the Rugby Club that are not attached to Hotels as far as I know. You have to show your ID card to get into lisenced premises here so not sure how it will work with a visitor visa.
It is definitely illegal not only to import alcohol but also consume alcohol in any public place and also be drunk in public.
Sorry if I sound unwelcoming, I really don't mean to, just not sure if you are going to be disapointed that this isn't what you expect.