Welcome to the community!
It's not all about getting the girl, it's mostly about you! The best place you can start is with yourself; the most important relationship is the one you have with yourself. You need to build that confidence as much as you can by what is known as 'Inner-Game'. Best way to do that is to smile, feel and look good; Incorporate grooming standards for yourself. Eat well and be well. If you think it's tricky, just fake it till you make it. Put yourself in situation outside of your usual comfort zones and expand them.
Let a few good people into your life and get out with them, to a bar or club and get the approach methods you hear about into practice. The more you do that the better you'll cope with rejection and approach anxiety. "Don't be good, be excellent!"
Happy going man!
Benji89