what is difference between down feathers and flight feathers? do all birds have both kinds of feathers? what kind of feathers do penguins have?

The down feathers of the of birds is a layer of fine feathers found under the hard exterior feathers.  Down feathers of the birds are fine thermal insulator and are used in making different goods such as jackets, pillows etc. while as Flight feather are the long tougher feathers present on wings and tail which help the bird in flying. 

Most of the birds have both kinds of feathers.

The penguins have vaned type of feathers also called as contour feathers.