The easiest approach would be to drag the Sprite Renderer component into the state you want to work in, choose 'Set Property', under 'Property' select color>Color, give that a variable, tick the checkbox 'Every Frame' and repeat that for every GameObject you want to fade in (they all should use the same variable).
Then add the action "Ease Color", in there you can set the start and end color (in your case from white with zero alpha (the 'A' when clicking on the color-field) to white with full alpha), under 'Color Variable' select the variable that you set in all Set Property's and the other options should be pretty self-explanatory.
Hope you could follow that