Which exercises should I perform?
You should always perform exercises appropriate to your experience. Whether you are on a weight loss or muscle building program.

How many sets and repetitions should I do?
Again this is dependant upon your experience and your fitness goals.

What weight/resistance should I use?
The weight you select should allow you to almost perform the full number of repetitions through the full range of motion. You should achieve overload (or momentary muscle failure) as you approach the last repetition.

It is very important that the resistance is increased over time in order for your strength training to have an effect.

Strength training is an important part of any weight loss not just muscle building. Strength training workouts raise the metabolism for an extended period and the resting metabolic rate of muscle is far higher than fat.