Penguins, contrary to popular belief, don't just live in the coldest parts of the world. There are millions of them in Antarctica, but you'll also find some in South Africa, and the Galapagos Islands. They can adapt to warm weather, and they don't have to stay close to snow and ice. They just like it that way.
With that in mind, perhaps these little penguins were on their way to see some relatives who'd moved to South Africa - or perhaps they were heading to Antarctica? Either way, they don't seem to have boarding passes!