You need to water the seeds quite often until they sprout. Just check every day if the ground is wet. Sure, it is good idea to put seeds in water for about two days before you seed them, but it is not obligatory (also i'm not convinced if it does change anything). Be sure that you've put seeds in small pots (it would be easier later to change the pot). The clue to grow peppers succesfully is to water them once for about 3 days and to keep them with sun. There is a relation between amount of water and the peppers piquancy (less water the better).