In order to build muscle mass, you’ll need some type of resistance training for your muscles.
Push-ups, pull ups, any type of exercise that targets a specific set of muscles and forces it to contract against resistance, even if it is just your body weight, will build muscle mass. However, as the muscle gains strength and mass, there will be a need to add more resistance beyond what your own body weight can supply. You can do this with any type of implement that adds resistance, it doesn;t have to be iron weights at a gym.
Running, depending on what type it is, generally, does not add muscle mass. Sprinting against resistance, either with weighted sleds or elastic bands, or even parachutes, can add some strength and mass to the major leg muscle groups, but this is all limited to how much resistance you can add this way.
Forget long, slow distance if you are hoping to gain muscle mass. You’ll waste muscle mass that way.
Sounds like you are starting from scratch my friend. I urge you to look through the resources in linked by bsc, and the resources in this forum, to find alternative ways to build muscle without having to spend money on weights or a gym membership. They are out there, but I don’t have first nad knowlegde.