First of all pins marked as 3.3V and 5V are not digitally controlled: they are always on if the Arduino board is powered up. You have absolutely no control over them, they are not controlled by the MCU (micro controller unit) which is the IC (integrated circuit) you program. There are techniques allowing you to connect or disconnect those pins from other parts of your circuits, but they are clearly out of your reach at this moment.
When you use a 5V board (almost all the Arduino boards are) then by setting a digital pin to HIGH you are putting that pin at 5V (compared to GND pin as volts are never ABSOLUTE, they are ALWAYS relative).
This applies to analog pins used as digital pins as well.
When you use analogWrite you are NOT sending a part of 5V but 5V pulses (search for PWM on Google).
By using analogWrite(128) you send pulses of 5V followed by 0V each with the exact same duration (it is called 50% duty cycle).
In other words your entire board operates at 5V, but on Uno and some other boards you get a 3.3V pin as well: not because the board operates at 3.3V, but you can drive 3.3V modules throught it. You can use digitalRead and analogRead with modules operating at 3.3V because a 3.3V HIGH value is considered HIGH for a 5V pin as well.
When speaking about LEDs you cannot omit resistors, NEVER. LEDs are current hungry: once they turn on they will try to absorb all the current they can until either they burn out (best case) or the current source burns out (worst case because either you blown a pin on your Arduino board or you blown your board voltage regulator IC).
Whenever you read about people driving LEDs without a series resistor they are putting their LEDs and their boards at risk: I've read some saying you can use analogWrite, turn the LEDs on for very limited time and much more, but they are all wrong in their assumptions. If your board doesn't stop working you are definitely permanently damaging it, even if you do it for a few seconds.
As stated by CrossRoads, LEDs (and any other diode) can be treated as a short circuit once they start to conduct, which happens when the voltage reaches a pre determined level. Different LEDs have different voltage levels and it is called "forward voltage".
I found this web site very instructive when I started http://www.electronics-tutorials.ws/ and I suggest you follow at least the basic tutorials on resistors, capacitors and semi conductors as you are missing very basic information. I was at your exact same level just a few months ago, so don't get discouraged, but start studying some stuff.