In principle, indirect FM modulation of a generator signal can be achieved via phase modulation. But because the message signal has to be integrated before being passed to the phase modulator, the required phase shift for low frequency message components would be unfeasibly high.
With modern signal generation techniques, a straightforward way is to inject the message signal into the loop of a PLL synthesizer. It's also possible to generate the FM modulated carrier by digital signal processing (SDR = software defined radio).