Its a by-product of how one lives ones life.

Two sides to it:

Self Trust + Self Worth
Self Respect + Self efficacy
"I Am Enough" + Competence
Worthiness + Reliance
Self Acceptance + Self Improvement

Are different ways of putting it. The experience of esteem is the by product of it.

Nathaniel Branden who wrote the book Six Pillars of Self-Esteem goes quite well into this.

He says the "six pillars" of self esteem are living the practices of:

1) Awareness
2) Acceptance
3) Responsibility
4) Assertiveness
5) Integrity
6) Purpose

He has a lot of free stuff on his website and exercises for it too. Was life changing for me.