Would "... nie fruwają" also be right. Sorry, I don't really know how it's written. I just heard it when I was in Warsaw this spring
We started accepting it some time ago and it works here. Also, you wrote it perfectly :)
penguins are not flying - system told me I am wrong. Why? It is the context-independent set of words.
And anyway, if they are (or not) flying at the moment, it's "nie lecą". Verbs of motion are these rare exceptions that actually do show a difference between Present Simple and present Continous.
Unless it's direction-less flying, because then it's still „latają”, just like direction-less walking is „chodzą”. ;)
Plural, makes it into more of a general statement of the nature of penguins than just an observation of their current state, so Present Continuous is way less probable in my opinion – with singular penguin, it should definitely be accepted, but as it is, I'm not sure – let's see what Jellei will say. ;)
With your sentence, you need a definite article.
"The penguins are not flying." Otherwise, "Penguins do not fly."