its called whey protein. buy some.
It's also quite important that you eat healthy. Eat more a day, instead of 3 proper foods, try 5. With fewer amounts. It will help your metabolism.
Mos timportantly, don't desperate. Just work on it. After a month, you'll start to see results.
To gain weight, don't resort to eating junk food and fatty foods. That's a very unhealthy way to gain weight and you may be unsatisfied with the results. If you resort to eating these types of foods, you will gain a lot of fat.
You could try lifting weights and building muscle. Everyone knows that muscle weighs more than fat. If you are healthy with your weight, then I don't know why you would want to gain weight. If it's for physical appearance, lifting weights and building muscle is a good way to *gain weight.*
Just eat healthily, cut down on the junk and fried foods, they help you gain weight but they're not healthy.. Read this for more tips.