Hi,
   First of all you need to be evaluated to rule out the possibility of diseases like hyperthyroid, diabetes etc as cause of being underweight. For that you need to get a thyroid function test and blood glucose levels tested. Ideally, an evaluation by a doctor should be done. If all is normal, then you need to exercise regularly to build your muscle mass and take a high protein diet with energy drinks etc to increae your built.

Regards