You will want to sow seeds indoors before the last frost date, to get a head start. Cover with a humidity dome if you have one, or something similar to retain heat and moisture. They like a warm location, aproximately 80-85 degrees F. After all danger of frost has gone, you can transplant them to a sunny location. They like a warm soil. If you are in the Southern states in the US, or a similar type location, you can sow the seeds directly outdoors and have great results.
You will want to harvest the peppers once they turn red. You can use them either fresh or dry them for later use. Make sure to remove seeds before preparing the peppers, and be aware that you can really benefit from wearing gloves when handling these. IMPORTANT, do NOT touch face or eyes when handling the peppers. They can actually burn.
In Soil, plant 1/4 inch deep, and space apart about 18 inches. They can grow to about 12-15 inches tall, and grow very well in pots. They are an annual, and germinate in about 10-20 days.