The desire for confidence, or perhaps the desire to be free of anxiety and self-doubt, is probably the #1 reason people seek out public speaking training. Can training help you develop confidence? Yes. Is being a confident speaker the right goal? Not necessarily.
You can be confident and not very good.
I occasionally run across self-professed keynote speakers who are confident in their skills. They scoff at the idea of being coached, but a quick review of a YouTube video of one of their talks reveals it – they aren't very good.
To be good requires control.
What we often interpret to be confidence in a speaker is control. A speaker who has it is intentional about what they are doing. With the ability to do what they want when to do when they want to do it, they can feel nervous and still come across as confident. Some impactful speakers will tell you they almost always feel nervous when they speak, but you would never know it from watching them.
Confidence usually increases with control.
Most people report feeling more confident once they have more awareness and control, but experience seems to be the main factor. When a speaker gets through a real "game-time" speaking situation with more control they tend to feel emboldened, and their confidence builds. A few still experience a lot of nerves and self-doubt around their speaking even after giving many successful talks.
To increase control increase awareness.
To develop control, you have to be aware both of what you want to do and what you are actually doing in the moment. That way, you can close the gap when you stray. This is where training can help.
A good coach will help you build your awareness of what you want to do as a speaker to be impactful. A great coach will help you to do that and to develop your concentration and awareness in the act of speaking.
Whether you are working with or without a coach, pursue control before confidence. Pursue it through raising your awareness of all the subtle aspects of speaking. Pursue experience as well. Seek out opportunities to speak in front of groups. With control and experience, you will increase your impact and, likely, your confidence.