They need heat and sun(!) to get them to redden. Do you have a sunny windowsill you could use? They are, however, perfectly ok to use green.

We have just brought ours into our porch for some warmth and it is doing the trick.

If they are planted in the ground, a plant food rich in potash will help them to ripen more quickly, and floating row cover will increase temperatures, and give themmore time to ripen. As Ojibway says they can be used green, though they have a slightly different flavor.