You don't specify what board you are using, but typically 3, 5, 6, 9, 10, and 11 are the PWM pins.
I checked again, and the example sketch in the Arduino uses pin 9.
I was using a different example sketch (from another arduino board) The weird part is the Pin 13 on the other board could be used with the fade sketch. But I guess not all boards are the same.
The pinout of the Galileo board matches that of the Arduino UNO. As sspence65 said, the PWM pins on an UNO (and Galileo) are 3, 5, 6, 9, 10, and 11.
If you have any other doubts about pin functionality, refer to the Arduino UNO.