The way I see it is 9 blocks of 4 leds, starting with A at the top left , going down to E at the bottom and back up to I at top right.
Set each chosen pin to output.
You cant pwm all the output pins, but you could have one loop with the selected LEDs on, and one ( or more )with them all off for dim.
With no switch inputs, you can have various functions for whatever switches are operated,
A ( long winded ) pattern for all LEDs on might be
digitalWrite ( A,HIGH );
ditto B CDEFGH // as above
digitalWrite ( I,HIGH );