Don't let them get too cold or it will set them back. Once the nights start dropping below @ 50deg. you should bring them indoors. Yes you sure can try growing peppers indoors if you have a very warm, sunny window for them.
How far north are you? In fact, if you would fill in your profile with your location, that way we'll see where you are (city/state etc.) each time you post.
I'd go for quite a big pot for each of them, to give them lots of room to grow roots. 3 gallon or better. You don't want to have to pot them up again in the middle of winter when you can't do it outside. Messy job.
