How can I help my players see out a win?

First of all you need to look at the positives - namely that you have a side capable of getting into a match-winning position in the first place! Getting over the finishing line is something that needs to be perfected over time and I’ve always found the sides who are best at this are those whose coaches make subtle changes to their team during a game. However, all too often I see coaches doing nothing to help their players (for instance, failing to replace fatigued players for fear of bringing on a supposedly weaker player), or doing too much (I’ve seen teams end matches with no strikers on the pitch because the coach has decided their team needs to ’park the bus’ in front of the goal). The reality is somewhere in the middle. 

A fatigued star player is probably no more useful than a fully energised, solid player, so freshen up your team whilst keeping going all the good habits (passing, movement, support) that earned them the lead in the first place.

And rather than revert to a 5-5-0 formation, bring a midfielder back into defence, going from 3-5-2 to 4-4-2, or tell your wing backs to limit their forward bursts. Prepare your players for these scenarios during training so that the situation feels in control.

Like most things in soccer, the trick is for you, and your players, to hold your nerve.