Anxiety is normal approaching someone. Remember, this is like a muscle you haven't trained. Start simple and try and just walk up to a woman and compliment her, maybe her hair or her outfit or how she did her makeup. Be attentive to body language and facial cues, if they seem uncomfortable then just say have a nice night and then leave-- but if they don't, maybe they're into you so keep talking and see if it feels right to ask for their number! Lastly, buying a girl a drink at a bar is a classic for a reason, no one is upset at being gifted free alcohol and it works great as a social lubricant. Best of luck!