Some seeds like a period of chilling, but I'm not sure about chillies, given that they come from a hotter country.
You've got nothing to lose by trying it with one chilli, I suppose. You could put the seeds on damp kitchen towel to watch for germination, and plant up if/when they do germinate?
NB. If the chillies were an F1 variety, the seedlings will not necessarily be like the parent plant.