Problem with multiple tlc5940

Heres an arduino tutorial that pretty well explains multiplexing, charlieplexing is the same thing, only it adds complexity, so learn multiplexing first, then charlieplexing if you want to know more.

The above example uses an 8x8 matrix, but since you are using sinle LEDs you can make the matrix whatever size you like, 5x6 will do 30 LEDs and require only 11 microcontroller pins and you will also want 5 or 6 resistors.

The other thing you will need to understand is called PWM, Pulse Width Modulation. its how you make the LEDs "breath" (Im assuming you mean increase and decrease in brightness). The arduino has several PWM pins that you can use, or software PWM to do this, the TLC chip, has this built in, so its nice for your uses.

Heres a tutorial on PWM and fading: