I suspect the ones required for your recipe are the ones we can only usually get here in the UK in jars - look in the aisle where the olives in jars are lurking. I've seen them in Tesco, Asda and Lidl but a deli might have them as well.
Pimiento is Spanish for pepper - pimiento rojo is red pepper and pimiento verde is green pepper. You could use ordinary red or green bell peppers (the ones you see in the vegetable aisles), char grill them and remove the skin, but they won't have quite the depth of flavour that the pimientos have.