Digital pots like AD5206

I'm curious to know if their voltage is a genuine variable analog or pwm'd digital?

For any particular device you need to check the datasheet but in my experience all digital pots are switched resistor networks, so no trouble with any analog signal that is within the supply rails and within the bandwidth of the device. That particular pot has quite high stray capacitance on its analog terminals, note, so it doesn't stay linear much past the audio range, especially the 100k part.

The component is from Analog Devices, all you'll need will be here,

The AD5204/AD5206 provide 4-/6-channel, 256-position digitally controlled variable resistor (VR) devices. These devices perform the same electronic adjustment function as a potentiometer or variable resistor. Each channel of the AD5204/ AD5206 contains a fixed resistor with a wiper contact that taps the fixed resistor value at a point determined by a digital code loaded into the SPI-compatible serial-input register. The resistance between the wiper and either endpoint of the fixed resistor varies linearly with respect to the digital code transferred into the VR latch.

contains a fixed resistor with a wiper contact that taps the fixed resistor

Does that mean that there's actually a moving wiper inside there?- 6 in fact- just like on a mechanical pot? If so, what moves it?

think of it as a long chain of resistors and a big analog mux, at the bottom of the page I linked there is all the documentation you need.

It is analog, but is limited to the number of steps that the chip supports. This means they dissipate heat due to the real resistance. There are a number of resistors in the chip that are switched in or out. I found this document by Microchip that explains it all in detail:

Basics of Digital Potentiometers

Digital potentiometers (Figure 2) were introduced in the market after the mechanical potentiometer. The digital potentiometer is fabricated using the same silicon technology used in active analog and digital integrated circuits use. This device comprises a combination of segmented resistive elements and on-chip switches.

The resistive elements are manufactured using standard p-type silicon diffusions. Each resistive element can be switched from one side to the other side of the wiper using a serial digital command.

The digital potentiometer exhibits the same fundamental operation as the mechanical potentiometer with one primary exception. The wiper position is digitally programmed with a microcontroller. This style of adjustment allows the designer to adjust circuit performance dynamically using a digital controller. The additional programmability provides a solution where human intervention is not required. With this “hands-off” programmability, the digital potentiometer offers significant flexibility for a variety of applications.

Because this system is digital, the number of wiper positions is no longer infinite. For example, Microchip’s MCP41XXX and MCP42XXX family of potentiometers are all 8-bit and have 256 unique linear positions along the total resistive element.

It's a resistor ladder where each output can be switched on. Pretty straightforward to build one with discrete components.

The switches being CMOS analog switches (a.k.a. transmission gates), not little mechanical switches!

They can be made to mimic a DAC also. Perhaps not as linear as a "real" DAC and because of the finite wiper resistance would need a buffer with a high input impedance.