The term pathetic fallacy was originally coined by John Ruskin in order to define the use of poetic language (normally imagery and/or personification) to allow readers to attach emotion to natural or inanimate things. For example, language which appeals to the heightened senses of the reader acts as a pathetic fallacy.
In regards to the use of pathetic fallacy in Mary Shelley's novel Frankenstein, one particularly poignant example is found in chapter five (where Victor is describing the circumstances under which the Creature came to life).
The chapter opens upon a "dreary night of November." Shelley continues, from this point on, to compound the anxiety and fears of the reader. The rain hitting the window pane, the burnt candle, the "lifeless thing" which lay at Victor's feet are all meant to play upon the heightened emotions of the reader.
When the Creature does come to life, its yellow eye, agitated limbs, and labored breathing all compound the already horrific scene set in the opening of the chapter. Victor's fear of the Creature, his race from his apartment, and the thought the Creature is following him (again) all add to the fearsome mood established through pathetic fallacy.