In New Zealand there are penguins at least as far north as Wellington Harbour, so there may well be species that could survive in British coastal waters. (I don't think there is any freshwater penguin species anywhere, so your pond is out).

But they'd be competing with other bird species for food - like sand eels, which are already being exploited on an industrial scale so that puffins are starving. Given that we've already got puffins I'd rather keep them.