First of all, self-esteem is a complicated component of our personalities and building a good self-esteem in a child is not entirely up to the parents. Your child will have a certain amount of "innate" personality that will play a part in who she is.
Having said that, Parents probably are the most significant influence there is on a child (and her self-esteem) so obviously, there are some things parents can do (or not do) that play a role in this.
Be there For her
The first and most important thing is to be there. Hold her when she needs a hug, read to her, play with her, etc. etc. Spending time with, on and for your daughter communicates to her that she is important to you - a big± part of self-esteem is in feeling important and loved.
Care about What she Cares About
If you care about what she cares about you further communicate she is important, but you also let her know that her interests and talents (whatever they are) are interesting. Perhaps you were good at something, but your parents didn't encourage it because they didn't see value in it when you were small. Relish in her accomplishments with her by celebrating with her (when she is older and the time comes), but also let her teach you. When she is first exploring a new subject or talent, ask her questions about it - don't be fake about it, but even if your questions are about finding out about what she knows or thinks - you can ask questions.
For example, I care for a young man on a regular basis that is obsessed with construction sites. I've learned far more about tractors than I ever thought possible, but beyond that I also ask questions like, "what do you think if feels like to use a jackhammer?" or "Do you think the loud noises would hurt your ears?" and when he is making a "construction site" in his sandbox, I'll say, "What is being built today?" and he might tell me "its a hospital" to which I can reply with things like, "ooH! where will the emergency bay be? Oh and how many stories tall will it be?"
Love her Non-Judgementally
Obviously, you want to avoid being overly critical, but (and this might be surprising) you also want to avoid over-complimenting too. Many people will tell you it is critical to compliment your children frequently, but there is actually significant evidence that such a tact can backfire (unfortunately, I have so much experience with this concept, I no longer remember exactly where I learned it. However, I've run into Middle school kids, or adolescents with the resulting problems of too many compliments countless times and fully by into the concept because of an education in child psychology and development theory as well as experience. I will link a couple of books at the bottom of this section that are all books that at least give nod to this concept).
Kids who are constantly told, "You are so beautiful" can actually become overly worried when their looks change and become overly critical of themselves.
Kids that are constantly told, "Wow you are so smart" can often find themselves fearful of letting the whole world see they aren't smart by answering something with a "wrong" answer. They then won't try things for fear of failure.
Kids who have their physical attributes (such as strength, speed, coordination) commented on frequently, "Wow you are so strong, that is amazing" can have similar responses too - they stop trying athletic activities out of concern they won't be the best at whatever it is.
Kids that get used to constant compliments also start to take the absence of a compliment as a failure. Which puts you in a position where just because you didn't notice your child picked up two toys without a reminder, you are sending a "bad" message by not commenting on this good act.
This means that instead of giving compliments, your default should be to talk to the child about what they think. In a small child, that might be something like, "wow, it looks like wearing that dress makes you feel really good." or, "How did throwing the ball that far make you feel?" Of course, mixing in an actual compliment here and there won't hurt, just be careful not to overdo it.
How to Talk so Kids Will Listen and Listen so they will Talk
Seven Habits You will find the relevant information in the "Seek First to Understand" chapter.
Focus on the Journey
Along the same lines as the complimenting thing, focus on the efforts made, rather than the result and your child is also likely to fair better.
"I see you've really been practicing at kicking the soccer ball. It seems like you are really trying hard to get that skill down."
To the child that really is trying hard, this will feel the same way as getting a genuine compliment, but all you are really doing is noticing a strong effort that is being made. When the child is able to kick the ball a, "Wow! all that practice seems to have really paid off" helps to also compliment the efforts of the child, celebrate the success, and instill a mindset that knows practice and effort yield good results (an attitude many of the most successful people (who also have a decent self-esteem) seem to have (Mindset, Carol Dweck).
Give them jobs to Do
I almost forgot this one - as she grows, give her a role to play in the family, and eventually, the community. Contributing is an important part of being a social creature and is linked in to our psyche as well. Make sure she knows her contributions are important and appreciated - chores (as much as they complain about them) are a significant part of this. When she is old enough, volunteerism can play a role (as well as offer her some great experiences). Make sure she knows what her contributions are - these are the places where genuine compliments can be meaningful:
"Honey, I love how you provide us with colorful art pieces regularly. It really helps to brighten my day." or "Darling, your suggestions often solve problems for us in creative ways. I'm so glad you choose to share your ideas with us." or, "The way you choose to be quiet and thoughtful in the afternoons really brings a calming energy to the family when everyone else is wound up - thanks."
It is a long process and journey to raise a child, and all of us want nothing but the best for our kids. Keep learning, working at it and showing your child your kind, loving attention and you will have done the best you can for her. After that, her self-esteem is up to her.