Firstly, get the obvious out the way....diet! To gain weight you have to eat more calories than you burn off each day. If you are struggling to gain weight, try adding in an extra 200-400 calories to your daily calorie intake, monitor your weight after 2 weeks, if you still aren't gaining any weight, repeat the process again until you are.
One of the best ways to gain weight with your training is to make sure you incorporate big full body lifts that use multiple muscle groups at one time. For example, make sure you are doing squats, deadlifts, bench press, overhead pressing, bent over rows etc...as these kinds of movements give a huge hormonal response to the body to GROW!
If you are training without the use of equipment, bodyweight exercises will help you to build a little bit of lean muscle, although not as much as weight training does so we highly recommend trying to implement some form of weight training.
Here is a good example of a plan with big full body lifts in for maximum muscle growth: