If the issues of low self-esteem are pervasive and deep, then the client may met the criteria for Major Depressive Disorder. In that case, then a therapist should treat the lack of self-esteem as one part of their depression and would help the client address these issues comprehensively.
If the low self-esteem is because of an event or a series of events in the clients’ past (for example, they were cheated on and now lack confidence in their romantic life), then a therapist will work with clients to address, process, and release the grip that event has on them today.
Whatever the reasons may be, self-esteem has to be developed simultaneously with having new and novel experiences. In the example earlier, if someone lacks dating confidence, they are not going to become confident then be ready to date. Instead, they are going to build confidence when engaging in relationships again, but with a little support and encouragement.
Therapists cannot give people confidence, but they can help clients identify and overcome the reasons why they lack belief in themselves.