Yes, you can lodge a complaint instead of the first information report (FIR) in Delhi where you are currently living. However, your marriage was solemnised in the United Arab Emirate (UAE) but the offence is committed by an Indian citizen.
Hence, according to Section 4 of the Indian Penal Code you can prosecute your husband for the offence of bigamy in India. Solemnising second marriage by husband when his wife was living at the time of marriage amounts to bigamy. It is punishable under Section 494 of the Indian Penal Code.
Marrying again during lifetime of husband or wife: Whoever, having a husband or wife living, marries in any case in which such marriage is void by reason of its taking place during the life of such husband or wife, shall be punished with imprisonment of either description for a term which may extend to seven years, and shall also be liable to fine.Section 494 IPC
According to Section 198 of the code of criminal procedure, you can lodge a complaint instead of FIR because the crime is relating to the matrimonial offences. Bigamy is an offence punishable under Chapter XX of the IPC.
No Court shall take cognizance of an offence punishable under Chapter XX of the Indian Penal Code except upon a complaint made by some person aggrieved by the offence.
Where the person aggrieved by an offence punishable under section 494 or section 495 of the Indian Penal Code is the wife, complaint may be made on her behalf by her father, mother, brother, sister, son or daughter or by her father’ s or mother’ s brother or sister, or, with the leave of the Court, by any other person related to her by blood, marriage or adoption.
You should move a complaint to the Metropolitan Magistrate under Section 200 of the code of criminal procedure. You have to produce evidence and details about the previous marriage otherwise the court may reject your complaint.