According to the APA definition, self-esteem is the degree to which the qualities and characteristics contained in one’s concept are perceived to be positive. It reflects a person’s physical self-image, view of his or her accomplishments and capabilities, and values and perceived success in living up to them, as well as the ways in which others view and respond to that person. The more positive the cumulative perception of these qualities and characteristics, the higher one’s self-esteem.
So there are really two ways to build self-esteem: do challenging things (self-efficacy) and dispute negative patterns, stories, and beliefs. Change the reality of you (proof) or change your view of yourself (perception).