Is it possible to input DC PWM signal to a transformer?
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THIS MACHINE COULD KILL

The circuit shown will produce a positive going output voltage during the FET on period.

BUT

It will produce a negative going negative amplitude signal that may be VERY large when the FET is tuned off. 

On Q16 turnoff the drain will "ring" positive relative to +12V so the input dotted winding end is most negative, so the output dotted winding end - shown as +120V will ring to some negative value. An output diode will isolate this negative spike BUT you still need to deal with it. 

As the original circuit does not show a means of eliminating the output negative pulse it may well be the main output being experienced. Do you know the turns ratio and inductance of their transformer - or the inductance of yours?

The use of R1 to vary the amplitude is not a good one. It will work "after a fashion" but depends on the FET's characteristics slightly above Vgs = Vgsth.

While the positive Vout peak is dependant on the turns ratio, the negative one is dependant on energy stored in the transformer - this could be larger than you'd want. Or MUCH larger.

here are a few zillion other TENS circuits for research purposes.

Note that it is uncertain whether TENS machines accomplish what is claimed for them. (I've played with them long ago).If you don't allow them to kill you they probably do no harm (although set too high they can be extremely unpleasant. The "jury is still out" on them, and has been for decades.