Creating real analog outputs from a digital pin is possible when you use an R-2R DAC. What is a DAC? The letters stand for Digital to Analog Converter. This simple DAC is built using resistor. The principle works on voltage dividers. By enabling different combinations of resistors, it is possible to get various voltage levels.
Obviously, such a simple design will have some trade-offs.
The resolution depends on how many resistor steps you include. That is why discrete R-2R networks built on a breadboard have a staggered look. You could add more levels to smooth it out, or there are other options.
This R-2R Logic Noise Post talks about how they work in detail and even includes a section on filtering the output to be less “stepped.”