yes you can - I believe though you are best to cut them before freezing and if you are going to use them for cooking best thing to do is blanche them in boiling water for about 2 mins then put into iced water then dab dry and freeze but if wanting to use uncooked just chop and pop in freezer. I am not sure how it would work if you put a whole one in but am thinking if perhaps you wanted to stuff them in future there should be no reason why not.
Yes you can freeze Sweet peppers ( Capsicums ). Hence the reason for being able to buy sliced frozen peppers in most supermarkets. The following link tells you what to do for lots of veg.