it has more pins which can do PWM, than the arduino, right?
On most Arduino boards (those with the ATmega168 or ATmega328), this function works on pins 3, 5, 6, 9, 10, and 11. On the Arduino Mega, it works on pins 2 through 13. Older Arduino boards with an ATmega8 only support analogWrite() on pins 9, 10, and 11. You do not need to call pinMode() to set the pin as an output before calling analogWrite().