Will my jalapeno pepper survive a winter outside if covered by a polythene tunnel,or do they finishing 1 season ?
All of the peppers are perennials and can produce for years but they absolutely hold to be protected from freezing and polythene will not protect from a very serious frost. If you live in a cold climate just about the only thing you can do is procure them inside. In Pennsylvania, Zone 6, they do not survive the winter. I buy new plants each May. If you live within a much warmer zone, I suppose the results could be different.
Peppers do not like the frost. If the plants are surrounded by pots you can try bringing them inside for the winter. They CAN overwinter but they will go dormant until the spring when the plant will want to grow new flowers.
I've overwintered pepper and tomatoes this way by keeping them in pots. They don't die but they also don't grow as actively the second year.
Answers: They are an annual. You can grow new plants from seed if you sow surrounded by January (in a pot, indoors).
If you let one pepper stay on the plant until it shrivels up, you can take seed from it, but they don't grow true. It's safer to buy seed.