Write
\begin{align*}
& g(x) = \frac{e^{f(x)} - e^{\left|f(x)\right|}}{e^{f(x)} + e^{\left|f(x)\right|}} \\
= & \frac{e^{f(x)} + e^{\left|f(x)\right|} - 2e^{\left|f(x)\right|}}{e^{f(x)} + e^{\left|f(x)\right|}} \\
= & 1 - 2\frac{e^{\left|f(x)\right|}}{e^{f(x)} + e^{\left|f(x)\right|}} \\
= & 1 - \frac{2}{e^{f(x) - \left|f(x)\right|} + 1}.
\end{align*}
In addition, $-1 \leq f(x) \leq 1$ implies that
$$ -2\leq f(x) - \left|f(x)\right| \leq 0.$$
Therefore, by the monotonicity of the function, we have
$$g(x) \in \left[1 - \frac{2}{e^{-2} + 1}, 1 - \frac{2}{e^{0} + 1}\right].$$
Details on why $-2 \leq f(x) - \left|f(x)\right| \leq 0$.
On one hand, $a \leq \left|a\right|$ for every real number $a$, hence $f(x) - \left|f(x)\right| \leq 0$, and the equality can be attained at, for example, $x_0$ such that $f(x_0) = 1$.
On the other hand, by triangle inequality and the fact that $\left|f(x)\right| \leq 1$:
$$\left|f(x) - \left|f(x)\right|\right| \leq \left|f(x)\right| + \left|f(x)\right| \leq 1 + 1 = 2,$$
it then follows that $f(x) - \left|f(x)\right| \geq -2$, and the equality can be attained at, for example, at $x_1$ such that $f(x_1) = -1$.