Penguins mainly eat things from the ocean, like fish, squid, and crustaceans. The main method of obtaining food is kind of gross. While the dad watches the babies or eggs, the females are eating food and storing it in a special place in their bodies. When the baby is hungry, the female regurgitates the eaten food into the babies mouth.
Here's a krill, one of a penguin's main sources of food.
Here's a rock crab, another one of a penguin's main sources of food.
Here is a penguin feeding a baby chick.