So squash and cucumber plants are from the same genii I believe. Can they pollinate each other?

So the squash plant can be pollinated by the cucumber plant, and give squash fruits.
And the cucumber plant can be pollinated by the squash plant and give off cucumber fruits.

Also can this work with pepper plants? Jalapeño peppers, banana peppers, and bell peppers???

Cucumber (Cucumis) and squash (Cucurbita) are not the same genus so will not cross. But summer squash, winter squash and some gourds are Cucurbita and will cross.

All peppers are in the genus Capsicum so will cross.

You won't notice the cross unless you save seeds and grow them next year.

But if you grow more than one type of corn and they cross, you will see the results in the corn this year as you are eating next years seed fresh. Its easier to tell the difference between corn seeds then pepper seeds.

Awesome, thank you DaisyI!