Paprika is made from the Capsicum Pepper. Depending on how mild you want your paprika, you can make your paprika from chili peppers, which are spicier, or from red bell peppers, which are milder.
Plant 10 to 15 chili or red bell pepper plants. This is the number of plants that you need in order to make your paprika. (If you want to do other things with chili and bell peppers, such as stuffing, canning, or eating, you will need to plant more of them.)
OPTION #1: Dry the red peppers by stringing them and hanging them in a dry place. (It takes about a year.)
OPTION #2: Dry the red peppers in a food dehydrator.
OPTION #3: Put the peppers in your smoker and use oak wood to smoke your red peppers dry. (This will give them a smokey flavor -- "smoked paprika". I'm not sure how long it will take to dry them by this method.).
The peppers must be totally dry!
Once the peppers are totally dry, dispose of the stems and save the seeds for next year's planting.
Break the peppers into small enough pieces that they will fit in your spice or coffee grinder. (If you're using chili peppers, you can grind the seeds in with the peppers to make the paprika spicier.).
Put the peppers (and seeds if desired) into the spice or coffee grinder. Set the grinder to the "fine" setting, if applicable, and grind the peppers into a powder.
Some of the peppers will take longer to grind. Just make sure that you sift through the paprika to make sure that it is all powder.
Finally, store your paprika in an air-tight jar using your food saver. It should last until the next year's harvest.