Peppers like to be started indoors in early Spring, about 8-10 weeks before the last frost. For us that tends to mean a sowing date in mid-March. I start mine in flats in our greenhouse, under low covers and with bottom heat to keep the early spring frost at bay. For everyone not set up with a greenhouse, starting them in a sunny windowsill in the house gives fine results too! Ideally one that's south facing and gets as much light as possible. Use a well draining, organic potting mix if possible (I use a mixture of fine compost, peat and perlite). Peppers like rich soil, but don't like having wet roots.
Pepper seedlings are fairly slow to get established, sometimes they'll just sit and not grow for what seems like weeks. Lots of light and warmth really helps them along while young... peppers are originally tropical plants after all. Keep plants evenly watered, but not soaked.
Now after 8-10 weeks, it's around the end of May and you should have something resembling a healthy tray of pepper seedlings. Congratulations! Before moving them outside permanently it's good to harden them off over the period of about a week. Start with short periods outdoors, and day by day keep them outside longer so to acclimatize them. Plants that have grown up indoors often don't have much strength to their stems, so keep the plants sheltered from strong winds at first.
After you're sure the risk of frost is past, and things have warmed up you can plant them in the garde. End of May or early June is a good time in Nova Scotia. More than most vegetables, peppers really enjoy heat and sunlight, so give them lots of both. I space my plants about 24" apart in fertile soil. Keep them well watered while they're getting established, but then you can just stand back and let them do their thing. Most varieties are sturdy and self supporting, but really heavily laden plants can sometimes benefit from staking.
Peppers bear fruit all through late-Summer and Fall, gradually ripening in colour from their greens, yellows and purples to (usually) a rich red when fully ripe. For eating they can be harvested at almost any stage, but for the seeds to fully develop it's important to let them fully ripen. The riper the better really, ideally even a bit past it for food. It's an easy procedure saving pepper seeds, you simply cut them open with a knife and scrape the seeds off the central pith to air-dry on a tray. Simple!
Peppers tend to be self-pollinators, and in my experience at least I find crosses fairly rare. They definitely cross more frequently than tomatoes or peas or other self-pollinating plants, so if you're goal is total varietal purity you'll want to keep a good deal of distance between varieties. 50 feet will give a reasonable amount of isolation for most people's purposes though.
Because pepper flowers are self-fertile, you can cage pepper varieties with fine netting (we use a product called ProtekNet, floating row cover also works) to keep pollinators out entirely. You might not get quite as many fruit this way, but you can save seed from more varieties in close quarters. We use netting on almost all of our peppers.