The archaeological site of Fayd is 100km southeast of Ha'il and 520km northwest of Riyadh.
While it can be easily reached by car, it's not easy to find because on Google Maps the location is named "Kharash Palace and Castle", and nowhere on the web there is any reference to this name.
To visit this place, you park the car in front of the visitor centre building and then walk inside. There is a free of charge museum with some exhibits and maps of the area, explaining the history of the place. Then it's a 100m walk to the actual archaeological area. This contains ruins of an ancient settlement with city walls, houses, a mosque and a cistern. This place existed about 1000 years ago as a stopping point along the pilgrimage route from Baghdad to Mecca.
How to get to Fayd
Fayd can easily be reached by car. It's a one hour drive from Ha'il further north.
The closest bookable accomodation seems to be in Ash Shinān. Alternatively it is possible to stay in Ha'il and visit Fayd as a daytrip.