Are all Sprites or Objects in Libraries Movable?

I am laboring under the impression that any item can be moved or directed. I am trying to take a Penguin from my KnP library, drag it to the level, and then make it move by the arrow keys. Is this wrong? Do I have to use "animated" objects only?

I drag the penguin onto the page, click "Properties" and there is no "movement" tab. Am I fouled up again?

Is the Penguin a backdrop object, perhaps? If it is, you can right-click on it and select "Create > Active Object" to convert it into an object with movement that can have events applied to it.