People usually say that they are concerned about something or have a concern about someone or something.

There is a difference between "concern" and "concern about/for/over". If you are worried about someone, you would say "I am concerned about you". If you wish to express a connection you might use "concern" without a preposition. For instance, if you wanted to state that a report relates to a new research finding you could say "The report concerns a new finding about the risks of smoking". However, as others have noted, "concern on" isn't a common expression.

Occasionally the phrase "express concern on something" is used. It means the same as "express concern about /over/for something".

I have never heard anyone that knows proper English use "concern on" as a phrase.

I know what concern means, but I never heard of concern on. Does concern on exist?