I, like many others in my group, appreciate a good horror movie. However, movies and tabletop role-playing games are two different kinds of media and as such the methods available are different. Though I by no means will claim to be a master of tabletop horror, I've seen what works for the games I've run and hope that someone else can benefit.
Jump Scares and Reveals
Short of paying someone to dress up in a monster costume and scare people while they are lost in the game (that sounds a little tempting now...), a Dungeon Master can't really use jump scares. If a Dungeon Master is really sneaky, they can slip some creepy sound effects. I've seen it have some really good reactions if the players didn't see it coming. Otherwise, the appearance of a miniature doesn't have that same reaction as a jump scare in a film (I'm not a very big fan of them in movies either). For it to inspire some kind of reaction, the players needed to have some kind of experience in the past. If they run into the creature unprepared after having seen the damage it can do, it creates the sense of danger that makes them fear for their character's lives. As a result, it is more based on the build up to the reveal.
Properly describing a particularly monstrous creature can create a reaction, but that fear of death is generally more powerful to creating horror in my experience. If a player has a character they don't care about and they run across a particularly nasty sounding creature, they might think it sounds cool but they probably won't be afraid.
Unease and Dread
Creating suspense, dread and good environments is where the main meat of the horror is. Doing this isn't easy, but it can become fairly natural with some practice. There tend to be certain kinds of creepy and unsettling that Dungeon Master's like. I generally liked the unexpected detail under the seemingly normal. In order to do this, you try to make something appear as normal as possible from a distance and in passing. However, as the players spend more time at the location and interacting with the inhabitants, strange details start coming up. It can also be directed at people instead of a location. The seemingly reliable ally can slowly start looking more and more sinister and suspicious as time goes on.
A major thing I found that generally works is the breaking of a norm or rule. A door broken off its hinges isn't unsettling because of what is seen. It's unsettling because the party heard it moments ago and even the 20 strength fighter would struggle to match such a feat. The implication that something not normal is now close by and capable of damage is what makes it unsettling. The reasonable expectations of discovering the source also factors in.
Cornering the Party
If the players are trying to accomplish a goal after they got something scary mad at them, losing their options one by one creates suspense and builds that tension before the reveal (wizards they can consult keep showing up missing or dead). It also helps to foster that reveal of the unknown and the feeling of powerless-ness. However, this needs to be done extremely carefully. Because they are playing a tabletop role-playing game, players need to continue to have some choice over their actions. You want to make them feel like they are running out of options and desperate but that there may be some kind of hope out there as well as choices to make. It also partially depends on your party, since some people/characters may be optimistic even in the face of impossible odds. It may even give them reason to try harder (they want to prove they can survive). As always, consider your audience.
Properly describing the environment in a way that builds a feeling of creepiness is a necessity. You want that uneasiness. However, the details can vary depending on the players you have. If in the door example there are also claw marks, it helps give some information about the threat that may be present. For some people, this might make it less scary because it takes away some of the unknown. For others, knowing that the creature also has sharp claws adds to the danger. Regardless, details are important. Even if there are no claw marks, you can describe the way the wood or other material broke to hammer in the oddness and the threat without ever saying it.