circuit training is often designed to be a hybrid between cardiovascular exercise and strength training but – for the most part – it usually comes down on the cardiovascular side.
As you describe yourself as ‘thin’, weight loss is probably not your goal. If possible, see if you can establish your body composition which would be of greater interest in your case because it would also enable you to see whether your goal of building muscle is actually working.
In order to achieve muscle hypertrophy (that’s fancy for building muscle) it is necessary to challenge your musculoskeletal system. However, it you are a novice to weight training, you need to build a base first in order to avoid the risk of injury. As far as osteoporosis is concerned there are certain exercises that are to be avoided. Here is a link to an article of osteoporosis and Pilates which is here on IDEA http://www.ideafit.com/fitness-library/pilates-osteoporosis but you find more information easily. It may be a good idea if you checked with your doctor what he would consider advisable under the circumstances.
I wish you good luck.