No, the frequency can stay the same (it can be also be changed if you wish) but should be high enough that the flash of the LED is quicker than your persistence of vision, this hides the flash and makes it appear continuous. Typically frequencies above a few hundred Hz are used.
The brightness is changed not by the frequency but the ratio, in other words the period within each cycle the output is '1' compared to the time it is '0'. If left at '1' you get 100% brightness, at '0' you get no light at all. By changing the time during the cycle spent at '1' to '0' you control the average light output. For example 50% on and 50% off will give an average of half brightness even through in reality, it is going from full on to full off during those periods.
Before someone comments, the average light output is proportional to the ratio but your eyes do not see a linear relationship between light intensity and perception of it.
Brian.