It's not something to focus on per say but you might have to. A well bred GSD...any GSD, doesn't have to be protection, won't be scared of cars, loud noises, swimming, different walking textures...whatever you can think of. They will see that their handler isn't worried about it, so why would they be?
Cars are easy...the dog should be around them all the time on walks and not react. If the dog does react, you have something to work on. Loud appliances/noises...as long as you don't freak out and just go about your day, your dog should do the same. Swimming...some dogs like it, others don't. My dog loves to swim...creeks, ponds, pools, lakes...you name it he's diving in. But he hates baths. He'll go in there, but he's clearly not happy about it. It used to be a struggle when he was younger, now that he's more obedient he does it, but I know he doesn't want to be in there.