Top tip - collect some of the seeds and place in a paper envelope (this will help them dry) Next spring sow the seeds in a pot with some multi-purpose compost. Peppers and Chillis like it hot and humid, so water well and secure a plastic bag over the top of the pot. Place somewhere warm and the seeds will germinate very easily. Once the plants have germinated treat like tomatoes, lots of water and tomato food. 
Good luck
