Women in horror month is part of an international grassroots effort to promote the work of women in all parts of the horror industry. February is a great month to promote horror titles written by women in your library. People love to read horror all year so don't just put up a horror fiction display in October.
I usually include some psychological suspense in horror displays because it will draw in those people who say they don't read horror but who would love books by authors like Jennifer McMahon or Paul Tremblay. This can also help you keep the display full and to increase the diversity of the authors you include.
Other resources:
Women in Horror Month official website