"Give confirmation" means that someone needs the confirmation, usually in order to proceed with something else, and that confirmation is usually directed at that person.
For example, if I need to make travel arrangements to be present for a course, then I need confirmation that I have been approved for that course before I make those arrangements. In that case the sentence
The secretary's office will then give confirmation of the chosen course by email.
would make sense, since the secretary's office is directing the confirmation at you (if the email is directed to you specifically) in expectation that you will now take action.
Using "confirm" is more general, as if the confirmation is just announced in a general manner. An example of this would be emailing an entire mailing list to confirm that a course will actually happen. It does not exclude the possibility that someone needs the confirmation, but it does not imply that either.