They change colour and there is a bit of give if gently squeezed, they do seem to take a long time to fully grow and ripen. Here's a picture of one of mine last year 30th of October, with fruit ripening up, the year before I didn't have any ripe until I think it was December. It is in a 10 or 12 1/2 litre pot to give you an idea of size, the pot is raised up to keep the fruit are off the ground. If you keep the plant frost free and fairly dry it should over winter just fine, but they do really well from overwintered cuttings which root really easily.
ooops forgot picture ;D