Almost everybody can benefit from exercising the muscles, either at low levels (to promote health) or at higher levels to increase muscle efficiency. Woman will benefit using light weights and routines which maintain health and remove extra bodyweight. Men on the other hand like to gain strength at the same time, which can easily be gone using heavier weights and more specific exercises.
Surprisingly enough, it is possible to gain strength without gaining significant size in your muscles. If you are naturally slim and never make weight gains anyway, then you are unlikely to make massive size gains when you try to build up muscle. However, people who easily put on weight will quickly gain muscle size - but may not make equal increases in strength.
There are many ways to increase your physical size and strength depending on what you are hoping for. If you simply want to lose a little excess body fat or slim, you can use free weights, such as dumbbells, or perform non-weight exercises such as sit-ups. If you need to build a little muscle without exerting yourself, you can still use free weights at increased loads. Special training apparatus and multi-gyms can be used to build heavy muscle. Finally, if you want to make huge size and strength gains, then you will need expert coaching from a gym instructor and use professional gym equipment.
