I'm not sure how he had the PWM setup, but I don't think he was using the PWM module that is in the chip. I've used a variety of PICs (12 series, 16 series, and 18 series) and operated the PWM at ~25-70KHz with no problems whatsoever. The pulse width modulation module is a hardware module and it outputs a certain pulse width until you update the register. The module has no effect on the processing of the chip so you can still do plenty of stuff with it. An external oscillator is required for certain PIC processors to run, but it otherwise has no effect on PWM module.
Hope this helps.