Well, no exercise is going to FATTEN up your legs, so to speak (you can't train fat; this is the same reason that situps don't give people flat stomachs), but - not surprisingly - lower body strength exercises will help you put some mass on your legs, if you eat for it.
Exercises you'll want in your repertoire are:
- Full squats
- Deadlifts
- Calf raises
You should track what you eat over the next few days, figure out how much you're consuming (measure your meals, but try not to change quantities from what you'd normally eat while measuring) in terms of carbohydrates, protein, fat and total calories. Increase your current calories by 500/day, and make sure that you're getting 1g protein/lb bodyweight/day.
Do the above listed exercises. 3 sets of 8-12 reps for squats and calf raises, 1 set of 5 reps for deadlifts.
Start each session with squats. Start with bodyweight for a set, then 1 set using an empty barbell (assuming you have access to a gym or a barbell set). Then move up in weight in 10-20kg (20-45lb) jumps, decreasing the number of reps per set by 3 until you reach your working set weight. Then proceed with your 3 work sets of squats, 1 work set of deadlifts, and 3 work sets of calf raises.
As an example, if your working sets for squats are 3x8x40kg (90lb), your session will look something like this:
Squats:
12xBW
12x20kg
9x30kg
3x8x40kg
Deadlift:
1x5x40kg
Calf Raise:
3x8x40kg
If your working sets are all at 100kg, your session will look something like this:
Squats:
12xBW
12x20kg
9x40kg
6x60kg
3x75kg
1x90kg
3x8x100kg
Deadlift:
1x5x60kg
1x2x80kg
1x5x100kg
Calf Raise:
1x8x50kg
1x5x75kg
3x8x100kg
Everything up until the highest weight for each exercise is just warming up/acclimating to the weight, with the highest weight being the sets that will produce growth.
Dp this 2-3x/week, aiming to increase weight or reps every session (or as often as possible). Start out working at light weights, focusing on technique. Build up to heavy weights over time. And eat.