Can LED be controlled using PWM pin without using a FET in LT3475

You don't want to control LEDs with voltage. It may appear to you that you get better control with voltage because a small voltage change causes a large apparent brightness. With current control, the LED brightness will be roughly linearly proportional to current. However, humans perceive brightness logarithmically which is why it may look to you like current control isn't working as expected.

The voltage to get a particular current and therefore brightness will vary between LEDs and also has a significant temperature dependency. You really want to control LEDs with current, not voltage.

You also seem to be asking about a linear control from a higher voltage such that the extra voltage times the LED current gets burned up as heat. PWM is used because it's more efficient. You design the circuit for reasonably constant current at the maximum the LED can handle, and have just enough voltage to guarantee this current. That means the system is pretty efficient at that max current. PWM then switches between that efficient on state and the off state, so the result is still efficient even when the current is half the maximum, for example.

However to answer your question, you can control the LED from a voltage that is low pass filtered from a PWM output. You have to put some kind of buffer or amplifier between the filtered PWM output and the LED. If I had to do it this way, I'd use a pass transistor driven by a opamp. The trick is to put a small low side current sense resistor between the LED and ground, and have the opamp make the voltage accross that resistor proportional to the filtered PWM signal. That will give you true current control.

Your "question" probably has most of the information required to 'get going' BUT it is very hard to read. Some people have trouble extracting questions out of such a complicated mixture and may vote to close the question rather than trying to understand it. Making the actual questions as clear as possible will help others to help you.

Can a pulse width modulator share the same return neutral

Yes, you can have a singe common conductor. This needs to be of low enough resistance that current changes from one colour do not produce so much change in voltage drop in the neutral lead that it affects the voltages that the other colours "see".

A particular smd led i was looking at seems to be a straight forward connection 6 terminals three at either side you would simply bridge three at one end connect them to positive and the three at the other end to neutral and you would do this for each colour

You need to look at the data sheet or see how they are connected internally by testing. In many cases such arrangements are indeed 3 independent LEDs and you can parallel them by connecting all the pins on a side together, as you suggested.
While ideally you DO need a resistor for each LED in such an arrangement, in practice the 3 LEDs within a single package are closely matched and may be "hard paralleled" without too much imbalance. Note that LDDs in different packages are NOT likely to be well matched and each group of 3 LEDs in the one package usually needs a resistor.

And do i need resistors for these as the website doesn't state.

You say "the website" -> please provide as much information as possible including links to datasheets and associated material. See above re needing resistors.

I originally looked at RGB smd led's but they share the same active and separate return neutrals in which case a PWM would not work as it needs to interrupt the supply to the led's.

You can probably find tricolour LEDs with common Cathode if you look for them.

and i guess my final question is would this work if the 1st two are a yes?

You seem to be describing using 3 strings of coloured LEDs, all LEDs in a string parallel connected and each LED or group of 3 in pkg having its own resistor. So - YES such an arrangement would work if done properly.

If it would work is there an easier way to achieve the same task?

What can be easier. The system you describe is very simple. You could use linear feed but that would be less energy efficient.

I originally wanted to use a DJ styled sliding switch to modulate the intensity of each colour individually (one switch for each colour) and use premade clusters that i could wire up a supply to each colour red, green and blue. However after learning the active is shared that wont work.

As above. Find common Cathode RGB LEDS if you wish to have them combined.

However - you can but RGB LED strips - usually designed for 12V operation. These are liable to cost less per LED than a system that you build yourself.

Im kinda stuck I hope the message of what im trying to achieve gets across? Basically 240v a.c supplying my driveway and foot path lighting in which I can control the level (brightness) of green, red and blue individually whilst still maintaining this system to be as reliable as possible. (and the main aim of making a system I would like to buy or make which ever is necessary extra led cluster or which ever configuration i end up with so in the long run should one blow I can simply replace it, also should one blow it will not effect the rest of the circuit that being the reason its all in parallel.

More soon ...