Welcome to the forum.

Hi i am new to pic programming
OK, the first thing you need to do is get some LEDs. Hook them up as outputs and make them bkink. Got to start somewhere.

Then we will take a look at PWM.

all 4 Inputs and Outputs must be separate from each other.
That is the trick. You will want a PIC with hardware PWM. Not sure if there is one with four channels.