They are the envy of the men who have the opposite problem of seeming to gain weight by just looking at food. As the fairness of karma would have it, the recipe for improvement in both the cases of skinny men and obese ones is the same. It is exercise. The obese guy needs to exercise to burn off excess calories. The skinny men need to build up muscle mass because it is more dense and it adds weight of the right, kind not to mention improves the look of their physique.
The classic Charles Atlas ad of the 98-pound getting sand kicked in his face and his girlfriend stolen from him at the beach comes to mind. Not only does the skinny guy need to work out, he needs to eat a diet designed to put on weight, which includes the addition of nutritional supplements and a healthy amount of protein shakes to help build up the desired muscle mass more quickly.
Metabolism plays a key factor in how much weight is added from the calories consumed. When we burn excess calories that are more than the calories we eat, we lose weight. Skinny guys be forewarned, that even if you spend your entire young life being unable to gain weight and eating anything and everything you like, you may have a change of metabolism that onsets around the age of 50 where suddenly without warning you gain tens of extra pounds. This can be quite a shock to guys that have been skinny all their life and it is very difficult to change eating habits when your body metabolism changes due to age.
The obese guys will laugh at this and find some revenge in seeing that skinny guys do also finally succumb to gaining weight from having a slower metabolism. Unfortunately it does not work the other way around. Obese guys don't suddenly have their metabolism speed up as they get older and they are even more susceptible to gaining weight as they age.
The other thing to be aware of is that if you start a strong workout routine in the younger years you will need to maintain it all your life because within 6 months after you stop a workout routine you will bloat up like a whale from the sudden decrease in calorie burning. If you don't believe me, take a look at how fat Arnold Schwarzenegger got while being the Governor of California and not having the time for consistent daily workouts he did before, because he was too busy. Combined with his change of life due to aging he lost his previous Mr. Universe physique and gained a lot of weight. If it can happen to him, it can happen to anybody. Skinny guys don't need to aspire to having a Mr. Universe look but do benefit from increased exercise.