Penguins reproduce as most birds do, with internal fertilization that is accomplished by putting each penguin's cloacas together. The male sprays sperm into the female's cloaca where it can then travel inside and fertilize eggs.
The egg must be kept warm and protected to hatch. The male typically watches over the egg and sits on it for a majority of the time until it hatches, while the female goes out in search of food.
Different types of penguins have a different breeding season. Most penguins breed during the Antarctic spring and summer, but some species, such as emperor penguins, breed from June to August, which is the Antarctic winter.