In general, supplements make claims that aren't backed up by independent studies and research. They aren't regulated so they can get away with making a lot of claims. However, there are supplements that can help you gain weight faster.
Two of the main ones are protein and creatine. Getting a protein supplement will help you get that extra protein your body uses to repair muscles after a workout. Whey protein is quickly digested and an excellent ingredient in post workout shakes.
While fat, carbohydrates and protein can be used for energy, your muscles only use ATP for actual work (fat, carbs and protein can be converted into ATP). Without getting into chemistry, creatine makes more ATP available for your muscles.
There have been studies done on creatine which have promising results. When taking any supplement remember to drink plenty of water. Supplements put added stress on your kidneys so drinking water is very important.