My company is in dubai free zone and now I am...

We would like to inform you that you can change the work if your sponsor agree for that, as if you worked with other  employer without approval from the sponsor then the penalty is prison for 3 months and fine with 10000 AED or one of these penalties, and the court will decide to exile the violator from the country.

According to the Foreigners' Residence Law, states:

Article 11

If the visa is for a visit, the foreigner is not entitled to work anywhere in the country, whether with or without pay or as an employer

And if the visa is for work with any person or institution, its owner is not entitled to work for that person or in any other institution except with his written consent or approval and the approval of the Federal Authority for Identity and Citizenship on that

Article 34:

Violating the provisions of Article 11 of this law is punishable by imprisonment for a period not exceeding three months and a fine not exceeding ten thousand dirhams, or one of these two penalties, and the court must order the removal of the violator from the state.