You have not posted any code for us to help you with so, I am going to assume you are a beginner.
Some things to get you started,
1.) The Arduino Uno PWM pins are 3,5,6,9,10,11...these are necessary to fade LEDs
2.) The IDE comes with an example of fading one LED. The sketch is called "fading". http://arduino.cc/en/Tutorial/Fading
3.) Here is a function called Random. You will need this for your sketch when you are ready for it. http://arduino.cc/en/Reference/Random
Those tips should get you started, write some code try it out and ask for help and give us as many details as you can about your results.