Bone weakness is mainly seen in post-menopausal women. It is asymptomatic until a bone breaks and you face a real problem. When men have it, it tends to be at least ten years later than women, on average.
You do not need to appear frail to have bone fragility, but osteopenia is one component of what we term "frailty" - vulnerability to things breaking. While being underweight is one risk factor, being heavy is not a protection. Vit D deficiency and inactivity are other factors, along with bad habits, unlucky genes, and a life style lacking in daily resistance exertion.
Hip fractures are one of the common presentations of previously-undiagnosed bone weakness. Contrary to common belief, people do not "fall and break their hip." It is usually the opposite: their femur just fractures from weakness, causing them to fall. People with bone weakness, though, are more prone to any bone fracture anytime they fall or have an accident.
Diagnosis is usually via a routine Bone Density Scan or after a fracture.
Prevention and Treatment: Besides getting some sunshine daily (not just on your face) and taking Vit D along with a good diet, the prevention and treatment for bone weakness is strength training. The medicines for osteoporosis are problematic and often ineffective. Cardio exercises - things like walking, running, swimming, etc. are not effective in building muscle or bone strength. (It is not unusual for runners to be weak-muscled - or for weight-lifters to be unable to run a mile. Balanced fitness means strength, a little cardio, and calisthenics for athleticism but only the strength component is relevant here). Some full-body calisthenics might be helpful (eg squats, farmer's walks, push-ups, step and press) but what really helps is moving heavy weights against gravity with all the muscles you can engage for a couple of hours each week.
That works because muscle stress and muscle growth put the good kind of stress on the bones to which they are attached. This naturally stimulates bone development. Bone-ligament-muscle is a functional unit. Weight training can not damage your bones. Quite the opposite.
For strength training for post-menopausal women, I recommend working towards multi-muscle-group exertions like barbell or goblet squats, bench press, deadlifts, assisted pull-ups, military press, leg press, etc with ever-increasing resistance. The uninitiated should not do these things without an experienced and savvy trainer with some nutritional sophistication. Being overweight is no obstacle to strength training, but a low BMI is a major obstacle to strength-building and requires remediation.
Bone weakness aside, any non-casual fitness program should include strength training, some cardio, and calisthenics. In addition, a nutritional plan that supports your conditioning goals.