Wait, so it's common cathode (Negative/ground)?
Then it's simple. Just connect the common cathode to ground, and PWM each (R, G, and B) like normal. The higher you PWM it, the brighter it'll be.
If it's common anode (positive), then you simply do the same thing in reverse. Attach the anode to +5V, and PWM each pin (R, G, and B). Except this time, the LOWER you PWM it, the brighter it'll be.