In south America where these originate from they are a perennial plant, for the rest of us not in the tropics they are grown annually from seed. If you live in the UK they would probably prosper in the greenhouse if you have the room.
I am able to grow them directly outside from seed. They need the same conditions as tomatoes to prosper, They can be dried to store but I prefer a Bulgarian method of bottling described here. If you have any spare that is, because they should ripen just as the barbeque gets going and there is nothing better than barbequed peppers, drizzled in home made pesto served with hallumi cheese for any vegetarian guests you have
For the hot chillis drying is probably best method of storing.
How to Grow Peppers
1. Treat the same as tomatoes. Sow seeds in the greenhouse to get an early start, and plant out well after the last frost, if you get a good summer you will be rewarded with a fine crop of peppers.
2. When harvesting use a knife or secateurs do not pull off as this will damage the plant