UNDERWEIGHT female looking to gain!!!

Take a read of the stickied threads at the top of this section of the forum - in particular the one with the link about training programs, as you'll want to find a progressive lifting program to follow.
Lifting, whilst eating at a small calorie surplus will enable you to grow muscle without a lot of excess fat. You will inevitably put fat on too, which may be healthy for you, but I wouldn't recommend putting weight on too quickly as you may end up fatter than you need to be!

Consume all your cals, and follow your training program - be consistent and persistent, and you will get results!

If you struggle to eat enough, you'll benefit from finding the thread with lists of calorie dense foods. Pre planning your food may be a good idea so you know you are getting enough in over the day - eat lots of snacks, drink calories between meals

Read those links that these people have provided you. Of course, although you want to gain weight, make sure it's not at a fast pace or else you will gain fat. As for food, it's hard to give you meal advices because we don't know your likes or dislikes, you may be vegan or some person who does keto or maybe someone like me who eats anything as long it fits my macros.

The diet has been discussed but as for the lifting part, do you have a powerlifting program yet? If not the first place to start would be to do some research on proper lifting technique then find a good program.