Can information in the media increase fear of something?
Yes of course, let's see what these learning processes are.
Common processes employed by psychology in order to explain the development of anxiety, fear and phobias are the vicarious learning processes (modeling, observational learning and social learning).
Vicarious learning, although the terms observational learning and social learning are more commonly used:
https://en.wikipedia.org/wiki/Vicarious
https://en.wikipedia.org/wiki/Observational_learning
These processes of learning have been well developed (Albert Bandura, a Canadian psychologist, is recognized as the professional who most impulse these learning processes, his investigations are often misinterpreted since one of the most famous ones also dealt with violence, his investigations are also misinterpreted in their objectives, it must be said that their research always had clinical objectives) and are commonly used for different purposes in learning, here we refer specifically to learning processes developed by a third person (such as a person who sees something on TV ) about situations and events that happen to other people.
In relation to frequency these learning processes are developed as commonly as classical conditioning or instrumental learning and are commonly employed in explanations of phobias, since many people with significant clinical problems with phobias have never experienced a situation (a person can develop a phobia to fly without having ever experienced any negative experience, or related incident, aboard an airplane), that is, these learning processes are based on information that the person has obtained from the story of other people's experiences.
Of course the increase or development of anxiety or fear (and others) is mediated by contructs or common causes in the study of psychology: estimates of possibility and frequency, locus of control, expectations (very specifically in phobia expectations about the control of object or phobic situation), and many others.
When searching databases, it may be more productive to use the term phobia than fear:
https://www.ncbi.nlm.nih.gov/pmc/?term=vicarious+phobia&cmd=DetailsSearch
About possible neuroanatomic related structures:
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2555428/
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4907690/
You may also be interested in social hypotheses and theories related to the media:
https://en.wikipedia.org/wiki/Cultivation_theory