If you put them on a brightly lit warm window sill they will survive but they will slowly decline. If you use artificial grow lights getting the right lights and paying for the electricity makes for expensive peppers. Just start seeds about 6 weeks prior to putting them outside on that same window sill and move outside into the sun ASAP.
In my opinion, it is not worth bothering with. They will not produce near like what they did when first planted and newly planted plants next spring will surpass them quickly. Just not worth the trouble...unless you just want the challenge of carrying them over.
My experience was slightly different. I've wintered Cubanella and Jalapeno plants in the dimly lit basement (trimmed to Y-shape). While Cubanella died (I likely didn't water enough), Jalapeno sprouted in spring and produced a fantastic harvest. 3x what I got in the first year.
This year I was planning to throw away my green pepper but it started producing a second harvest so I decided to keep it.
Wintering at room temperature makes them super susceptible to aphids though (they're weak and have papery leaves).