The seeds inside a green bell pepper are not ripe. You need to get seeds from a colored bell pepper. You do not need to cold store them. People often start pepper and tomato seeds in February. They can be grown in pots. We've done it. We've not had a lot of success with bell peppers so you might want to try banana peppers instead. They are mild (no heat) but are shaped more like a carrot or banana. I've got a similar climate to you. You can get plants from some nurseries or seeds from a catalog or online.
