Looking closer at the blink sketch using LED circuit on breadboard. This site has good explanation of breadboard layout. Quick overview of the differences between digitalWrite and analogWrite. To use analogWrite for the example fade sketch an external library is needed

This is a good reference for the ESP32 pin out. A main point to note is that some of the pins, 34 to 39, are input only so cannot be set to pinMode(34, OUTPUT) for example won’t work.