I want to file annulment, what are the papers...

We would like to inform you that according to the UAE Labor Law and Article 116 of the Law:
Article (116):
Where a contract is revoked by the worker for reasons other than those stipulated in Article (121), he shall be required to compensate the employer for any damage the latter sustains as a result, provided that the amount of compensation shall not exceed half a month wage for three months or for the remaining period of the contract, whichever is shorter, unless otherwise stipulated in the contract.
You will be obliged to pay all visa-related costs if you are asked to terminate your work and therefore the sponsor can impose a ban on you and therefore be forced to leave the country.