Hi Zabado, you can do either with good results. If the plants are strong they should do well outdoors. If the plants are still quite young and spindly, they may have less of a crop if the chill get to the leaves at night. My parents always grow Chilli's in the greenhouse and have a really good crop each year, but there is nothing stopping you from planting out with a good mulch on the surface. If you have a dog though, keep them away from the plants lol :o)
All the best