For best health reasons, you should aim to gain at the rate of 2 pounds per week. To gain one pound, you will need to eat 3500 calories above the amount of calories your body is burning. See my references for calculators to determine how many calories your body is burning and how many calories you should eat in a day.
you must be dedicated. to a coordinated effort with your diet, exercise and rest schedules that complement each other. Here it is in a nut shell.
1) Eat 3 good meals a day. In between each meal have a high protein, high calorie drink or snack.
2) Exercise, Do 3 sets of 20 reps squats along with bench presses & deadlifts. 2-3 times a week
3) Rest, don't do extra activities, you need the rest time to repair and build muscle.
This works whether your male or female. Yes you will gain weight & mostly muscle. However, the muscle will be in the right places and after you reach a desired weight, you can start a maintenance program to tone and define muscles.
check out the sources below I will put some references on how to gain weight, Tips, Videos, Calculators and product reviews to help those interested in healthy weight gain. Good Luck.