Most people assume penguins live in the snow and ice of Antarctica. This is not true. The main species that lives in Antarctica is the Emperor Penguin.
Penguins do not need to live on ice, but do need to live near water and spend much of their time in the water. Penguins do not fly, but they are excellent swimmers. Penguins can swim for up to a hundred kilometers without resting. Because penguins do not fly and cannot easily escape land predators they need to be able to swim well and they prefer to live on remote continental regions that are free from land predators.
Penguins are originally from the southern hemisphere. To get to the question where do Penguins live, only a few penguins actually live as far south as Antarctica. At least ten species live in temperate zones with warmer climates. The Galápagos penguin for example live as far north as the Galápagos islands near the equator west of South America. This is possible due to the cold waters that come from the Antarctic Humboldt current. There are major populations of penguins living in Antarctica, Australia, New Zealand, South Africa and South America.