Well first of all, some supplements may some-what have their uses in bodybuilding, but they are not healthy to be taking long term, the ones that's benefiting the most are the sales people of the product.
They are useless and harmful in the long run.
There are far better and faster ways to get thin, and some things usually requires some change in your lifestyle, including your diet and exercises.
Many skinny people have a really high metabolism, meaning their body burns fat at a faster rate than someone with a slow metabolism.
Having a high metabolism keeps you skinny because the food that you eat doesn't turn to fat, instead it burns into energy, and there's nothing left to turn into fat.
If you have a slow a metabolism, you need to speed it up a bit so you can burn fat much more faster.
Here's what you need to do...
First you want to make sure you do things differently from the people in the gym who have high metabolisms, you have to exercise, eat and rest differently than they do.
You have to consume more calories throughout the day to boost your metabolism so you can have more energy and get the nutrients you need to feed your muscles.
The key is to eat a big breakfast in the morning, even if you don't eat anything else, but it's recommended to eat 4-6 times daily, but smaller meals than usual, which will keep you from going hungry.
The question "how do people get so thin without special supplements?" is not the real question here, because weight loss supplements are better off left alone.
There are other safer and effective ways to burn fat.