Use short, choppy sentences. For instance, 'She ran. The thing chased. Darkness everywhere.' This makes the reader feel the urgency and fear. Also, describe the unknown. Don't show the monster right away. Let the reader's imagination run wild. Maybe just describe its glowing eyes or its heavy breathing.
One effective way to build tension is through the use of sound. Describe the sounds in the horror setting. For example, in an old house, there could be creaking floorboards. The wind howling outside, sounding like a wailing spirit. Your character is alone and every sound makes them jump. They hear a scratching at the window. Is it a branch? Or something more sinister? As they approach the window to look, the scratching stops. But then they hear a thud from the attic. This keeps the reader on edge and builds the tension in the story.