You can naturally dry peppers. In our experience, it's best to cut the peppers open first to avoid mold. Then, hang them in a well-ventilated place to dry.
You can also use a food dehydrator.
If you don't have a food dehydrator, you can also dry them in a regular oven. Set it to a low temperature, around 50 degrees Celsius. Leave the oven slightly ajar to allow moisture to escape, for example, by placing a wooden spoon between the door. This helps accelerate the drying process and remove moisture in a controlled manner. Drying may take several hours. Check the peppers regularly to see if they are completely dry; they should feel completely dry and crispy.