Short of a technical explanation,
They don't increase "frequency response". They simply boost or cut the amplitude of a range of the auio spectrum.
For instance, assume your amp puts out a range of 20hz to 20khz flat (+- 0 decibles). A bass control would boost or cut the bass range, starting from from around 250 or so and increasing gradually until it reaches it's maximum boost/cut of 10 db or so at 20 hz. A treble control may start at 10khz and have it's maximum effect at 20 khz.
One thing to be aware of is that for each 3db increase, you double the draw on an amp. So, if you apply 9 db of boost, you're calling for 8 times the power you would be using at 1000 khz.
Picture an equalizer with all itis controls in the middle. Now, if you boost or cut a range, the way the slides looks would approximate that action.
If you want a technocal explanation, I'll try to fine and post some links to that but you may want to brush up on your basic electronics first.