Penguins are birds that cannot fly. If you wish to do so, you can say that they fly in the ocean.
Here’s a fun fact. If You visit Edinburg, Scotland, you can attend a “penguin parade” at the Edinburgh Zoo. The Parede is a voluntary event where the gates are opened for their penguins to take a walk if they want to do so.
Allegedly it started entirely accidentally when several penguins followed their keeper out of an open gate; it is now a regular fixture. Get to the parade route in plenty of time to see the happy-footed birds take a stroll around the grounds.
By the way, these cute animals live only in the southern hemisphere. You will never find them neighbouring polar bears who inhabit the north.