I would suggest a good physical exam to rule out a medical cause, and then talking to a nutritionist. You may have metabolic issues, or something else going on that is preventing weight gain. If you're healthy, the nutritionist can give you a meal plan to help you achieve this goal.
If there's no medical cause for the issue, and you don't want to see a nutritionist, or you're not able to, I'd try to eat extra healthy snacks...Peanut butter is good. It's has protein, and it'll also help add some weight. Peanut butter and banana is a good snack. So is, peanut butter and an apple.
You may also want to try supplements, like Ensure, between meals. That will also help provide you with nutrients, but also might add some much needed ibs to your frame.
Good luck!