Yes Whales do have flippers.
Unlike some other mammals, the whales, Dolphins, Penguins etc all have flippers and not wings.
Whales are born with and have flippers flukes, a dorsal fin and blowhole(s) that make navigating the ocean much easier.
The same is true for a Penguin the Penguin has Flippers and not wings.
A penguin has flippers and not wings.
Penguins do not fly so they do not have wings that would allow them to fly.
Penguins mostly swim and wings would not allow the penguins to swim very good so they have flippers instead.
The flippers allow the penguins to swim easily through the water.
The flippers that penguins have look a bit like wings but they are not used as wings nor can they be used as wings.
The penguin is too heavy to fly with it's flippers even it tried.
If the penguin were born with the proper wings then they would have the ability to fly but they do not.