Resistance training will help you gain muscle, and you will gain weight as long as you consume more calories than you are burning over any given period of time. By carrying out progressive weight training during your increase in calorie intake the weight you gain will be predominately muscle.Although a multivitamin & mineral supplement (MVM) has no direct connection with weight gain, everyone should take one and especially if you are underweight.
As mentioned above exercising will help you build muscle (as long as you consume more calories than you burn and follow a healthy macronutrient guideline-this is addressed below). If you choose to exercise, you may temporarily skip any kind of cardio workout and focus more on resistance training to build muscle.
Eventually you will need to consume more calories than you burn in order to gain weight, so you will need to keep track of your caloric intake each day. How quickly you gain weight will be determined by the size of your daily caloric surplus. Keep in mind that one pound of muscle equals 1500 calories and you can use this as a general guideline when determining how much more you need to eat per day to start adding pounds.
If you lead a fairly active life ("moderate" on the Daily Caloric Needs tool) and if you're about 5'5" and 100 lbs., you probably burn around 1800 calories per day (this is just an example-please re-calculate based on your actual height and weight). If you add a half hour of strength training per day you'll burn another 70-100 calories (depending on intensity). So if you want to gain about a pound per week, you would need to consume 2-400 calories per day more than you burn. If you want to gain a half-pound per week, cut that in half. The general blessing for macronutrients is 55% carbohydrates, 25% fat and 20% protein. Focus on the total number of calories you're consuming and do your best to make sure you are meeting your protein recommendation.