How does a higher sampling frequency increase the speed at which data can be transmitted over some medium?

When sample an analog signal, you create a digital representation. The higher the sampling rate the greater the bandwidth you can transmit or store ( Nyquist sampling rate). For instance a CD stores music that has a bandwidth of up to 20,000 Hertz, the analog music is sampled at 44.1 Kilohertz. The sampling rate must be at least twice the bandwidth of the analog signal. However the medium must support the higher frequency sampling rate.