Leaves dropping inside

Im growing some white bullets inside and the plants are dropping leaves. Do they do that normally in the winter?

Generally: No if you started them inside; Yes if you recently brought them inside.
 
Also, if they've been growing under lights for a while and are taller now and forming a canopy it's not uncommon for them to drop some lower leaves that are no longer getting as much light.

Of the 15-odd plants I brought in, the only ones that did not drop leaves immediately were the plants that were set on window sills with a southern exposure. The 6 Rocotos under store-bought sunshine dumped all foliage within 24 hours, but started new growth immediately.

The plants in the window sills are now suffering the effects of season-change: yellowing leaves and slow leaf drop.

It's going to be interesting to see which regenerate better come Spring.

I dug up my 2 ghost peppers and put them in 3 gal pails for winter. They are in an east window in a cooler (65-75)* room. They dropped a few leaves for the first week or two and then stabilized. They still lose a lower leaf once in a while as the tops get bigger. I did not prune them because they were and still are making pods. I pollinate by hand and it works most of the time. I use a small damp paintbrush, like you would use for a watercolor set. I use bottom watering, where you set the pot in a tray/bowl and keep the water high enough to touch the dirt in the pot(make sure your pot has holes in it). I water from the top and the extra fills the tray. It works very well and the plants seem happy.