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Confidence is about trusting your ability to handle situations, while self-esteem is about how you value yourself as a person. Understanding the difference can help you build both.
Bandura, A. (1997). Self-efficacy: The exercise of control. Freeman. Orth, U., & Robins, R. W. (2014). The development of self-esteem. Current Directions in Psychological Science, 23(5), 381–387. Sowislo, J. F., & Orth, U. (2013). Does low self-esteem predict depression and anxiety? Psychological Bulletin, 139(1), 213–240.