1. Brightness is (roughly speaking) a function of the average current going through the LED. If you PWM it, you're turning it off for part of the time, thus changing the average current going through the LED.
2. Each LED needs it's own resistor (if you share resistors between LEDs, when two are on, they'll each be half the brightness). To make two LEDs have different brightness with the same PWM duty cycle, if the LEDs are different colors or from different manufacturers, you may need to use different resistor values on the different types of LEDs. Regardless, PWM will still adjust their brightness.