You could eat a lot of high calorie food for one. Or eat some KFC chicken or Mcdonalds junk food, but it's so high in cholesterol and other bad things. You could Google high calorie foods and get some good ideas.
I think it is important to consider a lot of different factors when thinking about gaining weight. For some people, being thin is part of the way they are and they can't help it. Naturally thin people do exist, however this doesn't mean that you cannot try and gain some weight.
I'm not a registered nutritionist or dietician but I know by experience and research that no fast diet can help you get whatever results you want. In order to get lasting results, you need to put costant effort and change your habits. Also, be careful to do this in the healthiest way you can, meaning that KFC will possibly make you gain weight but it will also give you all sorts of problems (they lack from nutritional contents and are high in salt, trans fat, saturated fats and so on). So, it is true that you might have to raise your caloric intake, but you also need to be careful of what substances the food you eat contain. A fast food burgers will be high in calories but also high in trans and saturated fats, which are not good for you as will raise your cholesterol and cause you all sorts of problems. A handful of nuts though, can be high in calories too but it is good of the so called "good fats" like monounsaturated fats and polyunsaturated fats which can actually lower cholesterol and reduce the risk of heart disease.
You can try and incorporate these socalled "good fats" in your diet like: Olive oil, avocados, nuts and seeds, fish like salmon, herring, or mackerel.
You need to find a balance and this is unique to every individual. A diet alone won't help you and I think you should also try and incorporate exercises or sports in your daily routine. It doesn't mean you have to sign up for a super expensive gym membership. There are a lot of channels on YouTube that can give you free fitness classes or exercise to increase your strenght and muscles. Strenght training include using and lifting weights, improve your balance, and strenghten your core.
Eventually, solutions might vary according to your body and what you like or not. Just keep in mind that you might need a bit of time before results show up and don't forget that a number on a scale will never define who you are. (:
Hope this helps!