I’m pretty sure that ピーマン generally refers to green pepper while パプリカ is red, orange and yellow! At least that’s what I’ve observed in supermarkets. I know there are 赤いピーマン which makes me believe there’s probably some sort of technical difference (probably that ピーマン are a bit smaller/more bitter than パプリカ) but generally speaking I think you’d be fine thinking of them as I described.