You definitely need a 4x4 to get to the old film set.
FYI, it's definitely not a city by any means, but more like the remnants of an old, fake (produced for a film production) town.
It's absolutely worth the trip, but i recommend going with someone who has been there before, especially in the case of those of you who are like me and are inexperienced offroaders (you can easily get bogged in the soft sand and the wet sand!)

Having said that, if you're a confident 4x4er and you just need directions from Doha...
Head out as if you were going to Dukhan, and when you get to the signs that say 'Zikreet' - take a right turn..... you'll go past the Arabic school and several run-down houses and such... when the road ends, just keep on going til you can see the coastline.
Follow the coastline up until you see these strange turret-like-constructions on top of several jebels, and head inland from there... you should be able to see the film set within a couple of minutes!