If you want to build muscle on your legs you should hit the gym. It sounds like you are uncomfortable there. My advice just ask questions to the people using the equipment you want to try. People are usually pretty helpful at the gym. You are def guna want to hit squat rack or Smith machine, leg press, calf extension, toe raises, quad extension, thigh abductor. I hit all that on leg day. Beware you will be walking funny for the next few days after all that.
Squats with weights 4-5 sets of 12 reps and combined with jumping squat without weight between each set 15 jumping rep
Squats(try one leg)
Running sprints Legs can be tough at first but once you get started it becomes easier, and actually fun! Good luck!
Run with Leg Weights
Do weighted squats
Basically all your usual leg exercises with leg weights along with some skipping