Look at pages 144-146 in the 18F4620 datasheet. It will tell you how to set up all the required registers. Specifically the section "15.4.4 SETUP FOR PWM OPERATION" tells you step by step exactly what to do.
*edit* If after reading thru those pages you are still stuck, let me know what PWM frequency and duty cycle you are after and i'll help u out with some code.
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