If you are seriously thinking about setting up a workout program for yourself that will help you build muscles but you can't afford to go to an expensive gym nor do you have the money to buy any kinds of weights, you don't have to give up. You can still create yourself a workout that will help you build muscle without any equipment.
The first thing you can do is to put yourself in a push up position and then have a friend sit on your back. Make sure that your friend has all of his weight on you and that he is totally stable. Now, you can try and do as many push ups that you can while he remains sitting on you. Note here though, it's probably a good idea to get one of your lighter friends to do this with you. If you don't have anyone around to help you, you can put some books on your back and try to do push ups this way. However you add the extra weight this is going to help to build your chest, triceps, shoulder and back muscles.
Another exercise you can do is to go and find a big area that is nothing but sand. It would be great if you lived somewhere near a beach. Once you have located a sandy area make yourself a starting point and then an ending point. The points should be about 30 feet away from each other. Now, run as fast as you possibly can from the start point to the end point. Once you are at the end point turn around and sprint back to the start point. You should do this until you simply can't run any more. This is going to really help to build the leg muscles, especially your calves.
You can also do a handstand making sure that you are up against a wall. Now you will slowly lower yourself to the ground and then push yourself right back up. You are going to be using all of your own body weight against you when you do this exercise. So, the heavier that you are, the harder you are going to have to work. This exercise is going to work your arms, your shoulders, your chest as well as your back muscles.
The next one you can do is to find a tree that has a low branch on it that you can reach. Grab that branch and make sure that your palms are facing you when you grab onto the branch. Now you will pull yourself up; by only using your biceps. Do this until your head is over the branch. After that slowly bring yourself down and then go ahead and repeat the process as many times as your body will let you. This one is basically for biceps in your arms.
You can use the same branch in order to do some abdominal exercises. You will need to be able to climb into the tree and use the same branch and wrap your knees around the branch so you can hang from it. So latch your legs tightly around the branch and slowly lower your body to the hanging position. Once hanging straight down you can then raise yourself using the same motion you would use if you were doing a sit up. Don't overdo yourself with this exercise, you need to be able to get down from the branch safely.