It is best to dehydrate as soon after harvest. You are going to retain the nutrients as much as possible this way.
Slice them. How small you slice them is best determined by how you plan to use them. We use them in stir fry most often so I have my peppers chopped up a bit, no long slices of peppers.
Once they are dried, remove and store them in baggies or containers, or use them as you wish. We have ours stored in labeled mason jars.