Even though pepper plants collapse at their first brush with frost, they are tropical perennials. Sweet peppers have never done well for me indoors, although you can certainly give them a try. Hot peppers have been very successful for me. I have started new plants from seed and I have dug and potted plants from my garden in late summer, to bring indoors for the winter. You won’t get a huge harvest, but they will fruit.
Use a container that is at least 8 inches tall. Hot peppers will need at least 10 hours of light each day. Don’t over water. Allow the container to dry out between watering. The plants are self-pollinating, but you may need to help them along. You can either jostle the plants to shake the pollen from one flower to another or use a cotton swab to dust each flower with pollen.