If you want to build up I would stick to compound exercises like bench press, chest dips, squats and dead lifts rather than isolated exercise at the gym.
You also need to eat big to be big. If you naturally skinny try and have a few table spoons of peanut butter with ever meal (about 1/2 to 2/3 a jar a day), never miss a meal and try and have a good source of protein with each meal, In between meals don't bother with protein bars just go for the shakes, also put a scoop of weight gainer in each shake as well. I have tried quite a few shakes and the best tasting ones I find are the all-in1 type, they sell both protein and gainer tubs.
Don't over train and make sure you get plenty of rest. This is what I have found works for me although I am not a naturally skinny person