Why are birds not animal?

Because it's a bird, not a mammal. It's not really a "why" kind of question.

If you mean "What specific features of penguins cause them to be classified as birds rather than mammals", the egg-laying bit is generally a pretty big clue. (There are mammals that lay eggs - the monotremes - but penguins have other bird-like characteristics, like the fact that they don't produce milk, which is really the one absolute requirement for mammals.)