How does your Tesla coil use PWM? Does it run at power line frequency (50 or 60Hz)? For example, you can't dim a regular AC light bulb with PWM.
can arduino's only give a set voltage pwm signal?
Yes. PWM switches between 0 and 5V (assuming a regular 5V Arduino). That's how PWM works... At 50% (127 or 128) it's 5V half the time and zero half the time for an
average of 2.5V.
PWM can be used to "simulate" analog to control the speed of a motor (because the inertia prevents the speed from changing instantly) or it can make an LED appear dim (because it's blinking too fast for our eyes to see).
The PWM
frequency is normally fixed. It can be changed but if that's done it's usually done once during setup() and doesn't change while your program is running.
It is common to change the PWM value 0 - 255 (=0 - 100%) while the program is running.