They are called capsicums in Australia, but just 'peppers' in the UK (the red/green/yellow peppers which have little heat, not hot chilis like scotch bonnets etc).
Here's a bit from Wikipedia about the various names given to the same thing around the globe.
The name given to the fruits varies between English-speaking countries.
In
Australia and
New Zealand, heatless species are called "capsicums" while hot ones are called "chilli/chillies" (two L's). The term "bell peppers" is rarely used, usually in reference to C. annuum and other varieties which look like a "capsicum" or bell but are fairly hot. A common Australian mispronunciation is "capsicun."
In the
United Kingdom,
Ireland, and
Canada, the heatless varieties are called "peppers" or "sweet peppers" (or "green peppers," "red peppers," etc) while the hot ones are "chilli/chillies" (two L's) or "chilli peppers".
In the
United States, the common heatless species is referred to as "bell peppers," "sweet peppers," "red/green/etc peppers," or simply "peppers", while the hot species are collectively called "chile/chiles," "chili/chilies," or "chili/chile peppers" (one L only). In many
midwestern regions of the United States the Sweet Bell Pepper is commonly called a
mango.
Merriam-Webster Definition With the modern advent of fresh tropical fruit importers exposing a wider latitude of individuals to the tropical fruit variety of the Mango, this definition is becoming archaic. However many menus still call a stuffed Bell Pepper a
Mango.
The name "pepper" came into use because the plants were hot in the same sense as the condiment
black pepper,
Piper nigrum. But there is no botanical relationship with this plant, nor with
Sichuan Pepper.
In Spanish-speaking countries there are many different names for each variety and preparation. The dominant
Spanish term is
chile, though
Pacific South American countries, such as
Chile, whose name is unrelated, use
ají.
In
India and
Pakistan capsicum is commonly called 'Shimla Mirch'.
Shimla incidentally is a popular hill-station in India. However English speakers in India use the word 'capsicum'.
In
Israel capsicum is commonly called
pilpel, meaning pepper in
Hebrew.