It is a very hard thing for such a young pup to be so fearful but with behavior training you can over come a lot of it as she grows. She is also in her "fearful" stage, and that is when you have to socialize her as much as possible. Is she food oriented? Treat all normal behavior.
My boy Rex was afraid of the vacuum. He would pee and shake if I just lugged it out. So, I just left it out and he got used to that part. I had my daughter do the vacuuming when I was outside with him, and he could still hear it. We played fetch and did basic obedience and he started associating playtime with the noise. Now, he is 3 years and will calmly leave the room when I vacuum.
The next time you have a paper towel roll, calmly place it on the floor and leave it there until she has had a chance to examine it, then happily praise her and treat.