This is a repeating event - every first Friday of the month. Here's a description from Penn Avenue Arts:
Various galleries in the Penn Avenue Arts District [masked] Penn Avenue) will open their doors and showcase a variety of artwork and performances. Guests will experience new art and meet the most eclectic array of art makers, old and young, modern and classical, famous and amateur, emerging and veteran, all within walking distance of each other.
I sometimes start at the Irma Freeman Center (5006 Penn) - there are multiple other galleries within a block there. I also like the Pittsburgh Glass Center (5472 Penn) with their glass art demonstrations.