Here are some useful exercises in building the quadriceps muscles and some tips on how to do them:
Forward squat—stand straight with your legs about shoulder width apart. Hold a barbell hoisted upon your shoulders or two dumbbells that are resting on your shoulders. Bend your knees until your upper thighs are parallel to the ground, with your upper body leaning forward about 45 degrees, hold for a few seconds. Return to starting position and repeat about 10-12 times. Another variation of this is the wide squat, where the feet on the starting position is wider than hip distance apart.
Full lunges—with your hands each holding a dumbbell, start at standing position with your palms facing your thighs. Step forward and bend knee to 90 degrees while the other knee should almost touch the ground. Return to starting position and repeat for 10-12 times before switching to the other leg.
Step ups and step downs—this exercise involves using a step up block (or a step in a flight of stairs if you do not have one). For the step up, start by facing the step up block while holding a dumbbell in each hand with your palms facing your thighs. Step up with one leg onto the platform and feel the pressure on your knees while bringing the other leg up. Step backwards down into the ground using the first leg you stepped onto the board with, followed by the other leg. For the step down, your starting position is on top of the step up board, working your way down then back up by a reverse step.