You can buy capsicums, if you like, but they are much tastier when you grow them yourself, and I am not just saying that, it’s a fact. It’s down to the feeding. If you treat them like tomatoes, and feed them weekly with tomato feed, they will come on a treat.
They need it fairly warm to germinate, so it’s best done indoors, with a propagator. It doesn’t have to be a heated one, but the modern moulded plastic propagator is much better at getting a flow of air around the plant than a piece of glass used to, cutting down on fungal infections.
They will grow equally well in grow bags, ring culture pots or in beds in the greenhouse, incorporate plenty of well rotted compost if you can, and try to keep the greenhouse an even temperature, avoiding periods of high heat followed by the inevitable dousing we all give the greenhouse in a panic when it’s too hot!
Keep the watering even to avoid blossom end rot and apart from some support, you should restrict the plant to give about 4 fruits.