Arduino does not support attiny85 "out of the box". You have to install a "core" to enable that. For attiny85 there is a choice of cores and some are better than others.
Many older Arduino tutorials use David A Mellis' core, which only supports pwm on two pins.
Spence Konde's (aka Drazzy, forum member) tiny core supports pwm on 3 pins (PB0, PB1, PB4)for tiny85.
As well as checking if a core has the features you need, another way to decide between cores is to check if it is still actively supported by the author, using the date that the last "commit" (code update) was made on GitHub.
Latest commit by damellis about 3 years ago
Latest commit by SpenceKonde 6 days ago