You are looking to buildup some muscles, right? There are probably many exercises to build your muscles but they best among these is chin up/pull up. This exercise works almost every major muscle in the body.
While doing chin up, with your palms facing inward you pull yourself up with an inner grip. Many muscles including traps, the lat, rhomboids and the biceps are trained during chin ups. Biceps and the lat are utilized the most while doing this exercise and this is what makes chin up an effective exercise.
Once you are done with mastering this exercise, you should do pull ups. Pull up basically strengthens your back and is somewhat difficult than chin up. You can also consider doing lat pull downs, but this exercise does not build your major muscles like chin up and pull up.
Also a muscle building exercise like chin up/pull up is very effective as it has many different forms in which it can be done. Spreading your arm gives more emphasis on your back while bringing them close builds better arms. Any change in the grip gives a new challenge to the muscles. You can also try holding the half way position in pull up, which will stress the muscles in a different way than normal repetitions.
You can do this exercise almost anywhere. You do not need a gym. You can do this in your playground and this can add to your outdoor workout. So take out some time, perform this exercise, and see the results fast enough yourself.
The results will come even after exercise work on your overall health by watching your diet. The diet is so important to a well rounded healthy person. Protein helps with muscle but should consumed in moderate quantities. Take the time to read labels as well.