How to plant Jalape�o seeds from a jar?

My parents have always saved the seeds of watermelon, avocados, or garlic. They've only successfully planted the avocado seeds and garlic seeds. They literally just throw the seeds in the soil once they sprout. I really love Jalape�os and I bought a jar of pickled Jalape�os peppers that were sliced up, they had the seeds in them. I was wondering if I could save the seeds and try to make them sprout and grow. How would I do that? They are soaked from the juice in the jar, I've never tried to plant a pepper before. We live in south Texas and the weather is moody, constantly changing from humid, to hot- to freezing cold day after day and it's already spring. Any advice on how to save and plant Jalape�o seeds that have been in a jar??