Looks like you're good. You have the resistor & LED on pin 19 (which is D13). This is the Activity LED. You have that and the resistor that goes with (equivalent of RN2A or RN2B) in your diagram.
Put decoupling caps as noted above to take out noise on the power supply pins.
The analog input pins, A0-A5, are used to convert analog signals to digital normally.
The PWM pins are digital pins that are switched on/off to create a series of pulses.
These pulses are then filtered to approximate an analog output (basically charging a capacitor with a bleed off resistor).
Wider pulses will charge the cap to a higher voltage (approaching 5V) while narrow pulses will charge it less (approaching 0V).
The arduino program does this switching at around 500Hz with analogWrite(value), value from 0 to 255.