Some chilli pickle recipes here, http://www.fiery-foods.com/ you'll find others if you look.

Chillies do take several weeks to ripen. Frost will kill it, but even if it is cool at night the chillies will eventually ripen provided they get enough light, though further fruit will not set if it is cool. It is enough to bring it inside and put it on a light windowsill before the first frost. It should continue to ripen/produce chillies for at least 6 more weeks. You can then prune it back, and with luck it will start growing again next year, and it will then fruit earlier and be more productive. Water modestly at this time, they naturally grow in places with dry winters. Though it isn't guaranteed - if you had 10 plants you would probably loose at least half, especially if it is a C. annum variety (the most common).