Do calories really make you gain weight?

I'm a teenager (F) who doesn't exercice AT ALL, I don't even go out (besides 1h of sports a week as a school subject), like I cannot even do half a push up I'm being deadass... And I love to eat. I don't count the exact amount of calories I eat per day but I wouldn't be surprised if I went up to 4000 calories sometimes, I'd say I go 2000-3500 on average.

The thing I'm stuck on is that my BMI states that I'm underweight and I've been told my upper body is very slim (which I want to maintain), I'm just confused on how I'm not gaining weight although I'm clearly going over the limits...

Do calories really make you gain weight? Or is it all about genetics/ gut health/ meal balance? Should I start being more careful about calories?