I am 5 feet 3 inches tall but i am only 40 kilogram weight. so i can increase my weight?

Eat more: Well, first check w/your family doc to be sure there's nothing medically wrong to explain your underweight (http://www.Nhlbi.Nih.Gov/guidelines/obesity/bmi/bmicalc.Htm) such as infection or overactive thyroid. After that, it comes down to eating enough. Make sure it's not just high calorie junk food but actually larger portions of healthy food. Consider mediterranean diet (backed by evidence).

See Dr., then eat...: If one is truly underweight (based on height, family background, and body type), a Dr. can evaluate for a hormonal, digestive, or other disorder. If no medical cause is found, then one can add weight by eating more calories of nutritious foods, while also doing weight-training to increase muscle. Proteins: egg white, chicken breast, salmon, ... Better fats: olive oil, peanuts, almonds, tofu, ....