Starting peppers indoors this time of year is no big deal. The biggest problem will be light cause your plants will likely get leggy without supplemental light.
WRT moving peppers indoors, I over wintered a Jalapeno for 3 winters under lights in my basement. So the plant was moved back out and enjoyed 4 growing seasons in my garden. (We 8 plants all together.) The 4th winter my wife got sick of them and tossed them into the compost heap. Much to my dismay.
