Penguins found on the "Arctic Isle" mission available through the sailing. There the army will have to rescue them and they will join the army for the rest of the mission.
To get the penguin for empire the "an arctic discovery" collection must be completed. the penguin's cute troop with 50 HP, 8 attack, 8 range and 4 speed. You can get it in the mystery box given by your friend(s).