First check that what you have growing is actually pepper plants, as it's very common for people growing new things to sometimes cultivate weeds or stray seeds. If you aren't sure do a search under 'Images' in Google for 'chillis' and you will soon be sure.
If you are sure this IS a pepper plant, then it's simply a matter of waiting a bit longer. Although chilli plants can be treated as perennials, they behave just like annuals and will flower and fruit in the first season with no difficulty.
Once they start flowering (small white flowers) the fruit or chillis don't take long to form or even ripen. You can harvest them green or leave them to turn red when they are rather hotter.