You can show empathy through your words and supportive actions. Other powerful ways include giving of time (chronemics) and touch (haptics).
Different people appreciate different words such as validation (“It makes sense you would feel this way”), identifying with their feelings or situation (“I understand because that happened to me”), or expressing differences (“I can’t imagine what you must be going through”). Advice or spiritual statements are sometimes not received as empathetic. Your tone and other vocalics (pitch, volume, etc.) matter.
Your other nonverbals also convey so much. Your eyes can say so much, as does face mirroring, nodding, leaning forward. Additionally, where you position yourself (ex: sit down next to them, sit across, going for a walk)can also be very helpful to someone.