I'd say listen to the album.
I'm judging by my and my friends experience of The Theater Equation, Ayreon's theatrical performance of their concept rock opera album called The Human Equation. All of my friends who I was visiting the show with (two of them, to be precise
) said they enjoyed the show immensely, but they wished they knew the album beforehand, the music, the lyrics, all of that so it would've been easier to process. There's also a factor of language, if you're a native English speaker it might be easier for you to understand the concept from only one listen to the opera live, but if you're not (and seeing how you're coming from Dubai you're probably not), I definitely suggest to get familiar with the album first. I mean, more than two hours of music is a lot to take in, and in case of a concept album experience you'll also want to be able to discern the lyrics, which may be a bit difficult to do in live setting. When you're already familiar with the album - you don't need to know every note and every single word, just to be generally familiar - it'll also be much easier to see what the musicians are doing on stage, the video for the songs, the theatrical aspects of the performance, this kind of stuff. You won't need to be focusing solely on music and lyrics in fear you'll miss something pivotal to the concept.