Evolution by natural selection occurs when there is variation among individuals in a population, and that variation affects their ability to survive and reproduce. Based on the scenarios you've provided, evolution by natural selection would be most likely to take place in the scenario involving:
Penguins reproduce sexually, producing offspring that look different from one another.
This scenario includes genetic variation among the offspring, which is essential for natural selection to act upon. The other scenarios describe either cloning (which produces identical offspring with no genetic variation) or asexual reproduction leading to identical offspring, which do not provide the variation necessary for natural selection to occur.