How Can A Teenager Who Is Underweight For Their Age Gain Weight?

Hello, i am 18 years old and my weight is just 40 kg. I look very very skinny and so people make fun of me and sometimes i can not even tolerate such comments. It affects my mental condition too. I also consulted many doctors in my area but they say your weight will gain just eat as much as you can. but seriously this not helped me?