No, the penguins from the film "Happy Feet" are in no way real. They are animated characters from a Dreamworks movie starring Elijah Wood. As this is a fictional movie featuring talking penguins, there is no way at all that the penguins featured in this movie can be at all real.
The Emperor Penguins that the penguins from happy feet are based off of are real. However, their ability to make long musical and dance number is not real at all. It is amazing to think of penguins a world away tap dancing their way through a musical number, but this is not feasable.