Self-esteem is having confidence in one's own abilities and self-worth is sense of one's own value or worth as a person. Higher self-esteem can make you feel confident about your abilities but may not necessarily make you feel worthy and lovable. High self-esteem makes you feel good about yourself. It does not mean that we are any no longer worthy if we don't feel good about ourselves.
Building your self-esteem means working towards becoming better at what we are good at, like talents and abilities. For example, losing weight, becoming healthier, developing our personality traits, etc. At times, we tend to place our entire worth on these abilities and if they come down, our value also comes crashing down. We stop giving credit to our hard work which in turn sabotages our sense of self-worth.