Bin Laden left Saudi Arabia in 1979 to fight against the Soviet invasion of Afghanistan. The Afghan jihad was backed with American dollars and had the blessing of the governments of Saudi Arabia and Pakistan. He received security training from the CIA itself.
http://news.bbc.co.uk/2/hi/south_asia/155236.stm
https://www.forbes.com/2001/09/14/0914whoisobl.html
http://www.theinsider.org/news/article.asp?id=0228
https://en.wikipedia.org/wiki/Allegations_of_CIA_assistance_to_Osama_bin_Laden
https://www.theguardian.com/world/2000/nov/13/worlddispatch.lukeharding