I would like to know first, whether or not they have commited any crimes, because if they are a criminal, they would onky cause crimes here and increase crime rate (not saying that every immigrant is a criminal) If they have a clean record, then I think it would be okay, people come to our country looking for a new life.
It was a destination for pilgrimage already before the times of Muhammad. People travelled there for example to see the Zamzam Well, which dates back to the times of Abraham.