Most AC solid state relays use TRIACS which DO NOT WORK with PWM. A TRIAC latches-on until current falls to zero (i.e. at the next AC zero crossing).
If it's not a zero-crossing SSR (which turns-on and off at the zero-crossing) it can be phase-controlled like a light dimmer.
But PWM or "dimming" in not normally used for heating-control. Since you can't heat or cool in a fraction of a second, heating (and cooling) normally switches on & off to maintain temperature. That's how your oven's regular temperature control works, it's how your furnace and air conditioning works, and how your refrigerator works, etc. Often there is some hysteresis so it doesn't switch too quickly or so a regular relay doesn't "chatter".