For me they are about the same. Although I have seen confidence described as able to be faked while self esteem is more sincere and real. I just didn't have the heart to tell they guy the way self esteem is faked though.
Self esteem can be developed through pushing yourself a little and leaving your comfort zone. Helping others in small ways each day is also a great way. You don't need their thanks but you feel good for having made a difference.
Working on ourselves in essential! When we know what we are capable, we grow accordingly and it is essential for us to look beyond our own limitations and believe that we are capable of anything...which galvanizes our confidence!