In the present dynamic economic context, skill development courses are essential to promote self-employment and entrepreneurship. These courses are based on theoretical frameworks such as human capital and self-efficacy, which recognize the complex and multidimensional nature of self-employment and the various factors that influence its outcomes. The text discusses the policy implications of skill development interventions and how they can contribute to economic growth, innovation and social welfare. Using empirical data and case studies, this work demonstrates the positive impact of skills development courses on enhancing individuals' capabilities and opportunities for self-employment and entrepreneurship.