I can't gain weight, I think I have parasites, how can I know?

Get a stool specimen. The obvious question is why you think you have a "parasite", which parasite and how could you have gotten it. Rather than speculating about potential diagnoses, if you have been chronically ill and worried about it, see your doctor, and it they deem it relevant they may ask to examine your stools for parasites or use blood tests.
Be seen. If you have a parasite that prevents you from gaining weight, your doctor can do a physical and lab tests to check you for it.