Start off with this basic plan. It's something that all younger athletes should do before progressing to free weights:
Mon., Wed., and Fri.
Squat 2x15 (No weight, keep both feet flat on the floor.)
Push-up 2x15 (On your toes, go until the chest almost touches the floor.)
Lunge 2x15 (Alternate legs, 1 rep left/1 rep right.)
Neutral-grip pull-up 2x15 (assisted if necessary. Could be substituted with inverted rows.)
Plank 2x15-count (Hold the top part of a push-up, on the toes, arms straight, keep the whole body straight. Count to 15.)
Burpee/squat thrust 2x15
As soon as that workout is "easy" (could take one week, could take six weeks, doesn't matter), there are any number of free weight-focused programs you can start on.
You're super-underweight, so as much as possible, try to focus on eating the foods listed in this article:
Also check out this article for weight-gaining tips, especially the "Hour of Power":
In general, make sure you're eating three good, solid meals everyday, with one or two snacks or big shakes in between meals (not instead of meals). Don't try to eat superclean like a competing bodybuilder, but don't gorge all-out on buckets of soda and junk food. Also, try to get plenty of sleep.