what are the right steps to get a migration visa

My name is Sami, I'm from Yemen and born and rise in Saudi Arabia .
I had to study and finish my 4 years bachelor degree in electronic and telecommunication engineering at 2015 in Yemen, and i just got my certificate now in 2018, it tokes so much time because of the situation in my country. During that time I tried to work here in Saudi Arabia, and I did I worked for 2 years in Automation and Smart home company, maybe it known there in Europe it called : Control 4. But it was illegal for me to work because i have residential ID. With the new rule's devilment in Saudi Arabia I couldn't keep working in that company so I had to stop waiting for my certificate, after I stopped working, the company closed, its been year since that, and i have been looking for any jobs in and out my field of study ever since, but it becomes REALY hard for us Yemenis to find any jobs, I mean it, Saudi people start to hate us here thinking that all Yemenis causing this war ...

Long story short, now that i finely got my certificate I want to start building my self i have in my mind a lot of things that I can do and Contribute in, but its getting really hard in here, Especial this week, After I had a lot of fighting with my family about finding a job and something else ....

I'm sorry for making it so long. Now my question is :
Is it possible for me to get a migration visa to Europe ??
And if it is ... what are the right steps to do ??