Arduino analog pins not working
analogWrite deals with PWM pins, those are digital pins. See https://www.arduino.cc/en/Reference/AnalogWrite

So connect the LED to one of the PWM pins and change the sketch accordingly. On the Uno those are pins 3, 5, 6, 9, 10, and 11.

The analog pins A0 - A5 are input pins. The value is read using the analogRead(pin) function.