1. Make Powerlifting, by Barney Groves, your new bible.
2. Eat a whole lot more than you are now.
3. Do not attempt to lift weights without the direct counsel of a QUALIFIED lifting trainer. Get at least 10 sessions. After that you will be able to do it on your own, with a spotter as needed, of course. The small amount of money you will spend on that trainer is the best investment you can ever make for your over-all happiness.

I tried that, too, many years ago. It is difficult for me also to gain weight. I was 5′9″ 145Lbs. I would eat four meals a day (breakfast, lunch, dinner, and a midnight meal — including 2nds at each sitting). I also was taking the multivitamin packs and other enhancing supplements for bodybuilding (short of outright steroids), the Joe Weider brand of Mass powder. I worked out in the gym every other day of the week for about 2 months.

All of that and I only put on 10 pounds. I got disappointed, quit the routine and it was all gone in two weeks.

Before doing anything see a Doctor to make sure this is right for you. If everything is okay, always warm up and strenght. you can not exercise without doing that.