How are related self-confidence and self-esteem?
Technically, this is an English Language question really rather than about psychology or neuroscience.
Esteem is about respect and admiration. See https://dictionary.cambridge.org/dictionary/english/esteem
Therefore, someone who has self-esteem respects themselves and admires their achievements.
So to expand on that, if you have self-esteem, that helps to have self-confidence which leads to a sense of security in an emotional sense.