You have to acces direct to the registers, and configure the internal OSC to work with it..
The pwm duty cycle works with 14 bits, so you have to write directly the value on the PDC0L register for the less significant bits and the PDC0H for the more significant bits of the PWM 0 channel..

I hope these can help you, if you download the datasheet you will understand more the code that I wrote.. These is part of the code of my program:

OSCCON.6 = 1 'configure the internal oscilator to work at 4 MHz
OSCCON.5 = 1
OSCCON.4 = 0
OSCCON.1 = 1

PTCON0 = $00 ' configure frequency and the PWM sets
PTCON1 = $C0
PWMCON0 = $37
PWMCON1 = 0
PTPERL = $AA
PTPERH = $01

PDC0L = $FF ' Set the duty cycle for PWM 0
PDC0H = $00
PDC1L = $FF ' Set the duty cycle for PWM 1
PDC1H = $01