The Analog outputs are eally PWM and for some applications they need some smoothing so they are a more constant voltage for whatever you have connected as load.
I think you are totally missunderstanding the circuit, it is an I2C interfaced digital pot, there is no PWM and no place to put an RC circuit.
I would double check if the Vdd and Vss are the right way round then I would add a decoupling capacitor across the supply of the chip.