The basic Arduino UNO only has 6 PWM output pins so without additional hardware you can only control the brightness of 6 LEDs. To get 32 LEDS you have a couple of choices: a PWM shield (practicalmaker.com - This website is for sale! - practicalmaker Resources and Information.) or connecting the LEDs in a matrix and using something like the ShiftPWM library (http://www.elcojacobs.com/shiftpwm/) to do software PWM on the matrix.
Either way you can control the brightness of the 32 LEDs individually and can have them fade in and out at random.