The Windmill beach is located next Boulders beach, Simonstown, the popular penguin hot spot, except that Windmill beach is free to enter and you will certain bump into some penguins. You can do a number of activities at the beach included Kayaking, diving snorkeling, fishing swimming with penguins and of course picnicing on the beach.
Instead of going into boulders beach, go down Links crescent till the end where you will find parking. There you will see a gate to enter the beach, make sure to close it after you enter so that the penguins do not venture out.
False Bay, South Africa