There is a little bit of confusion out there in the cooking world. Do you want peeled peppers or peppers that are actually roasted?
Either way, the process starts the same. If you have a gas cooktop or other open flame, you can place the pepper right over the flame. Hold it with tongs or just rest it on the burner grate. If you cook with electricity, put it on a baking sheet under the broiler. Turn the pepper frequently. You want to blacken the skin all over, but you don’t want to char the flesh. Once it is black, put it in a paper bag and close it, or cover it with a kitchen towel for five minutes. Then rub off the blackened skin, and core, cut, and seed the pepper, if you like.
this point, you have a peeled pepper, possibly a peeled, cored, cut, seeded pepper. But you do not have a roasted pepper. To roast the pepper, put the cut pieces in a baking dish with a little oil and pop it into a 400°F (205°C) oven, until the pieces are tender and slightly browned, about 25 to 30 minutes.
Most recipes that call for roasted peppers just want peeled peppers. You’ll have to look at the context of the recipe to see if you are actually supposed to roast them. Generally you don’t need to.