Chili Pepper Flannel Can You Store Chili Pepper Seeds From Plants & Grow Next Year From Them?

Can you store chili pepper seeds from plants & grow next year from them? - chili pepper flannel

I bought some pepper seeds in a local DIY store (strain F1). Plants do not grow and bear fruit, but because of unusually cold, peppers do not grow to maturity.
How can the seeds for the winter and produce new plants next year?

I have read several articles on the net about "healing" of the first, but do not describe the process. Do I have the first stores wet, dry or what?