The legal barriers to owning a penguin are nearly insurmountable for individuals:

It is for a private citizen to buy or own a pet in the United States and most other countries. Penguins are protected by strict international treaties and national laws that restrict their ownership to accredited zoos, research institutions, and conservation programs. The Legality of Penguin Ownership

If you live in Florida, can you have a pet penguin? - Brainly