Depends a bit in the age of the person.
In most cases, achieving something that is a challenge for them.
Can be tricky, they don't need failures, that has the opposite effect.
Sharing the project with them helps in a number of ways.
If it fails, show them how to laugh it off, cop it on the chin and move on, also 2 people are more likely to achieve, each making up for theo others weaknesses. And if successful, the joy of sharing the success.

As a teacher (music) one of the first things I have to try to get people to do is not freak out over making a mistake. The only way to avoid mistakes is not to try in the first place. You also have to convince people that they can do pretty much anything they set their mind to. Not necessarily at a professional level, but if you work on anything long enough, you will get better. Little kids know this. Ask any of them if they can draw or sing or whatever and they all say "Sure!". Then somewhere along the line they develop, or are convinced by others, the idea that only "special" people can do whatever, and if what I do isn't perfect I'm a failure.

It all depends on what is bringing that person's self esteem down. Lest say a girl with a huge nose has been bullied all the time because she is not # 10. The only way to solve her problem is plastic surgery....and whoever says "no" didn't meet one of my former students....neither heard what her classmates used to say to her.

Helping others can be beneficial too--mentoring, teaching someone else something that you know, volunteering, etc.

Find what they are interested in, then talk with them about it. Find out what draws them to that. For BOB's sake, I would never introduce them to a group until they were ready to fly.

What you said but just include them, or at least try, just being part of a group can be a beginning

I tell people all the wonderful things that I see in them and let them know that's it's okay to express their emotions. We don't always have to be happy, or unafraid, or confident. It's okay to feel the whole rainbow of emotions that life has to offer.

The SNL skit of daily affirmations was actually spot on. Part of building self esteem is to break the negative narrative in your own head