Sweat beads on your forehead. You're in a long hallway which branches into three different passages. Suddenly, a chill runs down your spine as your realize that you're not alone. With a howl, a rabid wolf bounds through a window, it's mouth covered with a mixture of saliva and blood. You whip out your pistol and fire. Cold panic grips like an icy hand as you hear the resounding "click!" of an ammo-less gun! Dashing down the hallway, you decide to go right. The path leads to a small closet. You quickly slam the door shut, and the dull thud of the wolf slamming into the door calms your fears of it breaking through. The silence is broken only by the sound of a mouse squeaking in the corner. Without warning, the mouse jumps out of its hole, plants itself on your chest, and begins to gnaw away at your flesh! There's a metal bar in the corner of the closet...maybe you can use it to kill the rat!

While the above may sound like something out of a horror movie, it is possible to get the same feeling out of click games by using some basic clicking knowlege and some artistic talent. The #1 thing to think about is what scares people the most? While this statement may make you want to barf at the obviousness of the question, it's really something you need to consider. For example, is it huge disgusting monsters killing everything in sight, or zombies going everywhere, killing people, and doing all sorts of disgusting things?
From what i've seen (and played) in games, true fear comes from the subtle things, like the sound of water drip, drip, drip, dripping, or seeing blood spattered against the walls, then hearing the sound of heavy footsteps coming closer and closer. Or hearing soft laughter as you realize that the walls are closing in, about to crush you. You can still use huge monsters and zombies, but use them sparingly. Have the monster burst through a wall after a lull in the game, or the zombies rise out of the ground while you're talking to someone, killing the speaker in mid-sentence.
Now I'll talk about the art. Don't use bright colors, (duh) such as purple, bright green, and aqua blue. Use darker colors such as tan, olive green, brick red, dirt brown, and so on. When you make a zombie or something like it (this is just me speaking) try to make it different, such as making one arm huge while the other is almost tiny.
Last, but not least, I will talk about sounds and music. DON'T, I repeat, DON'T use action music in a scary game, unless it's a fast-paced part, and even then it's not a good idea. When you do use music, make it slow, sad and drawn out, so that it dosen't interfere with the game but, rather, adds to it. When you use sounds, put in effects like footsteps and dripping water, creaking wood (or doors) or screams...that kind of stuff.
I hope that this will help you in some way and make your games all the scarier.