Umrah without Mahram
Women cannot perform Umrah without his Mahram. A Mahram is a male relative tied to a woman through blood, breastfeeding or relations after marriage. The purpose of Mahram is just to provide security and comfort of Muslim women. More over according to the Saudi rules women without Mahram cannot receive an Umrah Visa and if a woman is seen violating the rules she may get deported.
According to a hadith included in the hadith collections of Bukhari and Muslim, the Prophet (peace and blessings be upon him) once said: It is unlawful for a woman who believes in God and the Day of Judgment to travel for three or more days without being accompanied by her father, brother, husband, son, or another male companion [a mahram]. In another hadith included in Al-Mishkat, a man told the Prophet (peace and blessings be upon him): O Prophet! I have been chosen to perform jihad but my wife has left for pilgrimage. The Prophet (peace and blessings be upon him) replied, Go and perform pilgrimage with your wife.
So if a woman wants to perform Umrah she should have a maharam either father, brother, husband or son.