Usually women mean confidence as in toughness or attitude.
For example a guy who has a "doesnt give a fvck" attitude is "confident"; the guy doesnt care if hes about to fight someone bigger than him, he does it anyway and gets in the guy's face, or about to do something that could get him into a lot of trouble with the law. Doesnt care if hes doing something risky etc.
It also means hes got that "tough attitude". You know those guys who are tough, the types that will fvck with yuo if you get in their way or look at them wrong; kind of the bad boy thing.
This is what women mean by confidence. they dont mean confidence as in "beleives he will succeed when he asks her out etc." or "beleives he is attractive". Although a guy who is confident in the way women really mean it would approach some chick and ask her out and when she blows him off or rejects him, he just calmly says in a relaxed tone "well fvck you then b1tch". he doesnt give a fvck and is kind of an @sshole
confidence=tough, badboy, has an attitude, not afraid to do things that can hurt him, alpha, not afraid to come across as really rude or an @sshole infront of people etc.
I have been curious too as to what women meant by "confidence". and have talked to many different women about it who all have never met eachother, yet all came up with pretty much that same definition of confidence I give above. This isnt my opinion on what it means, but is a composite on what women have told me what it means.
This definition of confidence is very hard to fake. By engaging in this confident behavior will require you to put yourself in situations where you can actually get hurt. for example, You would be required to stand up and fight the guy who can definitely put you in the hospital and disfigure you etc.
As for appearing confident, it has alot to do with your mannerism, how you talk, how you dress, how you handle yourself in situations and responde to people, a little bit to do with the lifestyle you live. Very difficult to fake.