The Arduino Mega's PWM pins are digital output pins located on ... into four as seen in this basic example code or by using the map() function, as you can see in this Analog In, Out Serial sample ...

The Arduino Mega 2560 R3 is positioned on a suspended platform, with the anodes controlled on the Digital Pins as opposed to the cathodes on remapped AnalogInputs.

The Uno also has a limited number of pins, making it difficult to work with when the project requires plenty of input and output components. However, these two areas are where the Arduino Mega shines.