The name of this comic from Liz Climo is “They Do, for the Record.” Yes, penguins do have knees, which they use to help propel themselves while swimming. You can see them in x-rays here. We just don’t see them because their skin, fat, and feathers cover them up. So I suppose you could say that they already have knee pads! In that case, wearing protection on their heads while skateboarding is a good idea.