It is pretty simple.
I have grown chillies and peppers in pots/bags for years.
If you want them to grow well, largish containers are the way to go. I use 25L grow bags (~7 US Gal) to grow them.
You can use the seeds from fruit or buy them if you are looking for speciality varieties.
Plant in seedling pots, seeds usually take between 1 and 3 weeks to sprout.
Replant when they have grown about 3 or 4 sets of leaves.