Paprika, chiles, and peppers are all some variety of capsicum. Paprika, specifically, is a cultivar of Capsicum annuum, which includes bell peppers, jalapeños, cayennes, and many, many more.
I would just leave it out of the recipe. In a rub, it is often used for the roasted color it imparts, as it has a high-ish sugar content, so when you dust something with paprika, you get a nice brown, roasted color. You can try substituting some sugar (if the rub doesn’t already have it), but I’d most likely just leave it out.
Now if you’re trying to make a Hungarian dish like paprikash or goulash, you’re kind of SOL there, as paprika is central to the flavor of those. (Though there are other Hungarian stews you can do.)