Don't mean to sound snarky, I really don't, but eat more. To make that extra food go to lean muscle rather than fat, do it in combination with resistance training.
Try to eat more frequently. Add mixed nuts to your breakfast, and include avocado slices in your sandwiches. This increases your fat intake and calories without increasing the volume of the food you consume. Don't eat foods that contain saturated fats, and sugar. Include more fresh fruits, vegetables and lean meats in every meal. Eat a snack between meals, like whole wheat pasta with olive oil or a sandwich on whole-wheat bread. It is OK to eat pastries or cookies every once in a while if weight gain is the goal, but not very often!!
Healthy liquids like milk, orange or pomegranate juice add to your diet. Not sugary drinks like sodas and sweetened teas. You should not drink liquids with meals because it can fill you up and lower your caloric intake. Adding liquids mid-morning and mid-afternoon will increase the number of calories you consume. Strength training, light cardio is OK. Work all of your major muscle groups at least three times a week. You can accomplish this through a total body circuit training program three times a week or you can work upper body one day and lower body the next, six days per week. Muscle weighs more than fat and strength training promotes the development of lean muscle.
Milk is not healthy for most people. And orange juice is mostly sugar, unlike an orange. You should definitely drink liquid with meals because it helps the food go down. You do have to swallow, after all. And how much you should exercise depends on how athletic you already are and what suits you -- no one can tell you how much is right for you but you or someone who knows you. By the way, wheat can also be a problem -- there are a lot of healthier grains bread and pasta are made of. See, nothing is simple when it comes to nutrition, which is kind of why I just said, if you're doing well now, just eat more of what you're already eating -- you don't have to make a whole lot of changes to gain weight.