Mechanical Relay Question
It's an electomagnetic machine, you turn on the electromagnet by putting voltage across pins 2 and 9 and a metal piece moves changing the connection from being 5-6-1`to being 5-6-10, so it doesn't care about thye nature of the circuit it switching so long as the act of switching it does not cause it to overheat.

As for frequency. I personally have put 13.56Mhz (at low power) through ordinary power switching relays (Panasonic JW1 series) and it worked well enough for my putposes, I was using what I had on-hand 

There should be no problem switching a PWM drive for your LEDs