Last year in autumn I heard that it's possible to keep a capsicum alive over winter if you coddle it, and then it will regrow in spring. I decided to try that, so I trimmed the glasshouse peppers down to a smallish stump with a few leaves still attached, put the pots in a huddle together and covered them with frost cloth. One out of six survived, despite us having the mildest winter we'd had for a long time. In spring, the surviving capsicum did regrow and have flowers and put out baby capsicums . But the six new plants I'd bought as seedlings grew faster and overtook it! So again I conclude, it's not worth the bother of trying to keep them alive over winter.
So my method of growing capsicums is to buy a punnet of 6 seedlings in spring, when the weather has started to warm up and they'll be ok in the glasshouse. (I've tried growing them from seed but they take ages to sprout while the weather warms up, and I'd rather buy seedlings so they can take advantage of the growing season straight away.) I put each one in a big pot with lots of sheep manure and compost and water well. Then I treat them the same as I treat my glasshouse tomatoes.
As you can see I got some lovely big ripe beauties this year! I've put plenty in the freezer so I'll be eating capsicum for several months to come.