yes, dsPIC can control RGB LED in PWM mode. www.microchip.com/led
has more details. dsPIC, depends on partnumber, has many channel PWM, each can be used to drive a LED indenpendently. assuming you are control the LED current with dimming, dsPICxxMC series can do the job, but for more accurate control, dsPIC33FxxGSxx or dsPIC33EPxx series can do it better.