To get the White Cape, click on the Reporter's papers on Page 1.
To get the Purple Cape, click on the Justice Penguins fist on the second page.
For the Pink Cape, click the camera lens on page 3.
To get the Orange Cape, click on the Reporter's notebook in his pocket on the same page.
For the Green Cape, you must click on the Fiendish Penguin's preview costume on the next page.
For the Brown and the Red Cape, click on the left flipper of the orange penguins shirt, and the left flipper of the pink penguin on the next page.
For the Black Cape, and the Blue Cape, click on the top of the building behind the Chief Penguin and the fire extinguisher on the Firefighter's outfit.
Sorry for the big chunk of text, but they were all capes and there were too many pictures to fit into such a small guide, I hope you got all of them regardless, waddle on!