There is absolutely such a thing as different rates of metabolism in different people. Especially in the kind of macronutrients one person metabolizes vs. others.
You are, Curiosity999, in the bodybuilding world, is known as a "hard gainer." Hard gainers can eat and eat and eat and never put on an ounce of muscle or fat. The only way to beat this is to eat (as was stated above) a ton of protein, carbs, and good fats. the portion of which you do this depends on you, usually 40/40/20.
Also, eliminate cardio. Many women go to the gym and spend their time on the treadmill and elliptical. To really gain weight and "curves," and not the jiggly cellulite kind, you need to LIFT WEIGHTS. The big compound lifts especially, like deadlifts and squats. You won't get bulky or masculine looking, as so many women think. You'll feel great, and with the right diet, you'll put on muscle in no time! PM me if you have any other questions.