Eat green vegetables, fruits and lean meat like turkey, chicken and fish. This can help you increase weight. Your body needs lots of fiber, minerals, vitamins and nutrients like protein. Protein is the best supplement for gaining muscles. You can say that protein is type of muscle builder .
Swimming, aerobics, running, cycling, walking to/from work/school, doing housework and gardening, taking the stairs instead of escalators and lifts. Also it is effective to cut out the sugary/fatty foods from your diet but still eat well and healthily.
Running, cycling, swimming, elliptical...any aerobic exercise will burn fat.