I am 20 years old and my weight is 40 kg and height is 5'5.how can i gain weight naturally?

See a doctor: First make sure that there are no physiological or pathological reasons for your low weight. Then, and only then, get advice from a dietary expert as to what to add to your diet and do this gradually over a lengthy time. As an example you could add a can of ensure (or similar supplement) to your diet between meals. Good luck. Many people have the opposite problem.

Yes: You can, but you should consult physician to rule out hormonal dysfunction or anemia.