There are a number of different ways to go about building muscles with free weights.
It really depends on whether you want strong slender muscles or big bulky muscles.
To build muscle strength without building muscle bulk you need to do low repetitions at about 80% of the maximum weight you can lift.
Don't do any more than 5 repetitions and only do a couple of sets.
Take your time, give yourself about 5 minutes rest in between each rep.
If you want to build big muscles you need to work them in a different way.
This time you are going to do 4 to 6 reps with heavy weights.
The number of sets in this workout strategy is increased significantly as you will want to 10 to 20 sets.
Do not work your muscles to failure, if you do that you are training them to fail.
Always stop the set a few repetitions before failure.
Within a half an hour of your workout you should always feed your body some kind of protein shake.
I buy frozen fruit and blend it with some whey and flavored water.
You want to do this because your muscles need protein to grow whether you want them to grow strong or grow big or both.
The kinds of exercises that you do are also important.
Stay away from single joint exercises that only work one muscle group.
Focus on the multi joint exercises that work multiple muscle groups at the same time.
These are things like the bench press, clean and jerk, dead lift and others.