Greg has given a good answer. In general, "believe" refers to believing statements of fact (you believe that something is true), but "trust" can refer to both statements and actions/behaviors. "Do you trust him?" can mean "Do you believe what he said?", but it also has a more general meaning of "Do you think he is a reliable/honest person?"
If you don't believe someone, it means you think they are lying. If you don't trust someone, it could mean that you think they're lying, or it could mean that you think they might betray you, steal from you, or do something that would harm you. You can say "I don't trust him" even if you believe that everything he says is true.
If you're telling someone to believe that what you're saying is true, then "believe me" and "trust me" have similar meanings (with a slight difference, as Greg has explained). But you can also use "trust me" in other situations, where it means "you can rely on me" or "don't worry, I'm not going to let you down."