Depending on how much muscle you want, weight training is the obvious answer, but there are many other activities that can add definition, size, and tone to muscles. If you are what is considered a "hard gainer" meaning you have a very fast genetic metabolism, some protein supplements might be in order.
If skinny arms are the problems, I recommend starting a weight training program.
I recommend you read the article "The Strength Primer" posted on the following link:
It might give you a place to start.
Hope this helps.