Extending the answer from @ Wéllingthon M. de Souza who answered your question well, here are two alternatives in case you want to count all the characters:
from collections import Counter
frase = input("Informe uma frase: ")
count_chars = Counter(frase)
text = '\n'.join('A Frase tem {} {}'.format(v, k) for k, v in count_chars.items())
print(text)
STATEMENT
In a slightly more didactic way it can be:
frase = input("Informe uma frase: ")
count_chars = {}
for char in frase:
if char not in count_chars:
count_chars[char] = 0
count_chars[char] += 1
for char in count_chars:
print('A Frase tem {} {}'.format(count_chars[char], char))
DEMONSTRATION