Yes they do.   Some species of penguin live in the sea, and their main food source is fish.  Here’s a picture of a penguin on the internet.  And here’s a video of penguins diving in the sea.  Here’s some interesting information about penguins in general.
assistant
I was just telling you about penguins.
assistant
what are some interesting sea creatures?
user
I know about lots of interesting sea creatures.
assistant
Please tell me about them.
user
I can do that.  I think you’d like to know about penguins.  They’re a type of bird that swims.  I can tell you about a few facts about penguins, and I can also tell you about the way they got to Antarctica from Africa.
assistant
okay, but they don't live in the sea.
user