To gain weight, you need to eat more calories than you burn off. Eat healthy carbohydrates like brown rice and pasta, as well as foods full of good fats like avocado and oily fish.
Do one-legged lunges to help build up your thigh muscles. Stand with your feet shoulder-width apart and step one foot forward. As you step forward, bend your back knee toward the floor. Hold for three seconds and then return to standing position. Do 15 times on each leg, and then repeat the whole process twice more. Try to do this every day.
Incorporate squats into your exercise regime. Stand with your legs shoulder-width apart and bend your knees while sticking your butt backwards, like you are going to sit in a chair. Hold the squat position for three seconds and then raise yourself back up. Do three sets of 15 repetitions daily.
Join a gym and ask a staff member to show you how to use the weight machines, especially those geared for legs, such as the leg extension bench.
Drinking a protein shake every day will help build muscle. You can find protein whey at grocery and health food stores.