Hello Howhigh?
I'm not sure about gaining weight in terms of muscle 100 % as I've been trying to lose weight. But i am guessing first you have to find out your BMR. This will tell you how many calories you have to eat, start eating more than that. Obviously you have to incorporate suffiecient exercise.
Running requires no weights or anything and can be done anywhere. If you have a back garden that's a reasonable size start sprinting the distance of it. Sprint for around 60-70 seconds as fast as you can and then slow down to catch your breath. Walk basically, and then sprint again etc etc.
Also push ups are another easy and free exercise. If you can do around 20 push ups at a time easy, then get a bag and fill it with rocks. Put it on your back and do push ups that way.
As far as finding the right diet, you'll have to experiment but I'm sure some more knowledgeable members can help you. Look here for basics though;
Nutrition 101
Also check out the Nutrition dedicated forum.
For weight training with just your body weight this site helped me ;
Bodyweightculture
You may also want to find a cheap set of dumbbells and barbell. They do help, but of coarse you don't have to have them.
Have fun