Zumba for super skinny peopleWatch
What I've seen is that people from both ends of the spectrum do struggle with certain aspects of Zumba because it can be fast-paced, technical and thus a bit overwhelming if you can't keep up.
If you don't have much fat to begin with and are already quite toned then I don't really think Zumba is for you. By all means try it out because it's fun and will improve your rhythm and stamina. The live classes create a motivational and fun atmosphere but if you were to purchase the DVDs I recommend the original because the latest 'Zumba Exhilarate' is not as intense and only one disc is worth it in my opinion.
Building muscle requires putting significant resistance repetitively on your muscles and eating excess kcals to provide the energy to do so. A largely aerobic exercise won't do that.