Here's a specific way of how to build and show confidence, beyond the nebulous advice of "Be Confident":
When I was a job-seeker getting out of college long ago, I got hold of a list of the "20 Most Common Interview Questions and Suggested Answers." That thing was gold. I would not be exaggerating to say that 95%+ of the questions asked of me in every interview I went on (and I went on dozens since I was casting a broad net at the time) were covered by that list. That means I was prepared with good answers for at least 95% of the questions that were asked, out of hundreds.
The answers are not necessarily canned -- you can and should tailor and practice them around your own experience and skills. But having good, confident-sounding answers at the ready makes all the difference. I got offers from at least 80 - 90% of the firms I interviewed with, no doubt in large part because I was ready with solid answers.
I also reviewed updated lists over the years, sometimes tailored to specific employers or industries. It's amazing to me how many people are just unprepared like this when they go into interviews. By practicing these lists, I've been chosen for highly selective positions, beating out dozens of other candidates that likely had even better qualifications than me. But they weren't prepared with good answers.
So, I advise looking up the most common interview questions and winning answers for them, and memorize and practice them.
Here's just one example of something that was completely counter-intuitive to me at the time of a good answer to have on hand for a very common interview question:
Interviewer Question: "What is your biggest weakness?"
Answer: "Sometimes I really work too hard. It can be difficult for me to balance work against home life, to stop working on a problem and go home. When I'm faced with a challenge at work, I just want to keep working on it until I've solved it."
Now, that's some "weakness" isn't it, working too hard! Had I not read that list, I would not have been prepared with an answer like that, which of course an employer loves to hear as a "weakness." Holy crap, we've struck gold -- this person is qualified and their biggest weakness is they are a workaholic!! And it matters not one bit that the answer is not true for me or you. If you want the job, that's the answer. Or, you can tell them the truth that your biggest weakness is you're lazy, or you're difficult to get along with, or you hate administrative tasks, thereby ensuring they give the job to someone else.