Then I wonder if the Simulator simply isn't showing the PWM output on the RB3/CCP1 pin? Or, perhaps you're not setting up a Project correctly with the ASM code examples? Lots of variables there...
Anyway, here's a rude-n-crude circuit and code example... The RC Integrator / Filter allows you to measure a voltage at the R3/C3 junction that corresponds to the PWM setting... Adjust the PWM setting up or down using the '>' and '<' keys in Hyperterminal...
Good luck... Have fun... Kind regards, Mike