The question is fine the way it is written.
It's an open-ended question (can't be answered with a simple 'yes' or 'no'). It asks about how something can be done. In this case, it asks, "How does a confident person not have to say that they're confident?"
This assumes that the 'you' in the question is impersonal (the speaker isn't speaking to any particular person). It could also be written using other impersonal forms: 'How does one' or 'How do they'.
To answer the question, one/you must describe how someone could be confident without stating that they are.
Your proposal, without the 'how something can be done' phrase, works, but it is considered slang. It means the same thing as "How do you do?" or "How are you?"
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