Is Penn Station on the Upper East Side?

No, Penn Station is in Chelsea. It's on the West Side, and much further Downtown than the Upper East Side.

Penn Station is located at West 33rd to West 34th Streets, between 8th and 7th Avenues. The northern border of the Chelsea neighborhood is generally considered to be 34th Street. From 34th to 59th Street on the West Side is the neighborhood known as Hell's Kitchen (which is sometimes called "Midtown West," or "Clinton," which is its new, sanitized name).

The Upper East Side is across town (on the East Side) and further north. The Upper East Side runs from East 59th Street to East 96th Street.