Gadgets used: Batarang
Inside the Museum, there's a total of twelve Penguins and destroying them all will let you complete four challenges (three Penguins per each). Each time you find a Penguin (P on the attached map), prepare a standard Batarang and throw at it.
Destroying the two Penguin inside the Gladiators Pit might be a bit more problematic. The Penguin behind the electrified fence has to be destroyed using the Remote Controlled Batarang (e.g. by flying through the hole with discharges and afterwards turning the Batarang around) #1. The second Penguin can be found inside the cage and it's best to destroy it after reaching the upper floor of this room #2.