Hi again,
And again... Indoors, lights, warmth. Lots if possible. (It ALL depends on what you can do!)
You are in a colder zone than further south, so things may be a lot colder in the winter than others have.
I am in the Chicago area, so we are a bit further north, and thus colder than you, however close!
I wintered my peppers in a greenhouse, that gets about 50 degrees in the winter, (colder at times, & warmer at times) however I have overwintered in the house too. (Done this with many kinds of plants for many, many years.)
I don't know that most types of peppers actually go dormant, however indeed like most other perennial plants, cold means slower growth. Slower growth, means less water is needed, or rot will be likely. So yes, water less if you keep them in a cooler area, but don't let the plant go totally dry. (If you bring them indoors, in a warm house, water a decent amount. If you watch the leaves, they will tell you! (That is what wilting is!)
Also, unless a plant (of any kind) goes into actual dormancy, it can be risky to put it into total darkenss & stop watering. While some plants need this rest period, I believe peppers are more a warm, tropical type perennial plant, not needing a real cold type dormancy. (I actually would suggest looking online, as there are a lot of pepper forums* & sites with a lot more accurate of information.)
Anyway, I don't know your indoor space or opportunity, but if you have a south facing window & fluorescent lighting like we use for CP's, it is ideal! I would try to keep growing it inside if you can, for otherwise you may likely loose it.
If not both, total fluorescent lighting or even only a sunny window may be enough to keep the plant alive over winter. While you may not get a big crop this year, you should have a good start on next year.
Also, if you can get any seed from any of the peppers you do have, getting an early start under lights in winter, should get you a good long season.
I overwinter many different plants indoors (if not in our greenhouse), which by spring often get spindly & only keep 1/2 or 1/4 of their leaves, however they come back like crazy the following late spring/summer! Again, cut back on the water slightly if the plant is kept in a cool basement (with lights), and do allow to dry out a bit, but do water again on a regular basis.
Base your watering partly on the plant growth or amount of leaves. Wilting leaves mean "I need a drink" usually, but do check the dirt with a finger shoved in it! Cold temps (and low lighting too) lead to rot very easily if kept too damp.... but the thing isn't a cactus either! Also, keep fertilizing if conditions are decent, but again cut back if general growth is slow due to conditions. (If you have strong lighting, warm temps, etc, then a decent amount of water & fertilizer is just fine, as the plant can make use of both! It is when the plant can't use the water & ferts, that they cause the plant problems!
Good Luck!
*GO here:
http://www.hotpepperseeds.com/OverWinteringPeppers.asp