Lift heavy things, progressively lifting heavier things.
Specifically include squats and deadlifts and compound movements – they target the muscle building triggers in your entire body.
Sleep as much as you can.
Eat more calories, especially on training days (with plenty of protein and carbs, and vegetables).
Repeat month after month after month.
When in doubt, eat more than you think.
If you put on too much fat, cut back on calories/carbs on non-training days.
The goal here is to thread the needle where we pack on size and muscle but not fat. If we don’t eat enough (generally a problem for skinny people), we will struggle to put on either. However, if we overeat we’ll build muscle and add some fat. We can then trim the fat, if after a few weeks we notice our body fat percentage creeping up.

Our genetics factor in tremendously – some people can put on muscle easily, some people put on fat easily, while naturally thin people (like myself) will struggle to put on either. It’s in our genetics! We can certainly do our best to fight that battle, but it will be a struggle for some more than others.