I bought dried Pequin chiles at the supermarket and planted the seeds by putting them in a pot with a potting mix and watering it, I kept it in a warm spot and had a lot of germination.
Seeds from green fruit, that has reached full size can often have a germination rate of over 60%, however the bird peppers like Pequin can be tricky to germinate fresh. This does not mean that the seeds from green fruit will not germinate, but it could be quite challenging. H2O2 and or potassium nitrate treatments are often used to coax Pequin and Tepin chile seeds into germination.
If you like the plant you are trying to grow seeds from you could consider trying to take cuttings instead.