Yes you can gain weight naturally.
Gymming and increasing muslce weight will help.
Eat breakfast within one hr of waking up.
Take carbohydrate rich meals for brekafast for gaining weight like poha, upma, parathas, sandwiches, oat meals, idlis
gradually increase the qty of rice, rotis, potatoes, sweet potatoes, bananas in your lunch and dinner
along with protein foods like dal dahi chicken eggs fish sprouts paneer etc.
All the best.