Wikia

Musical Instruments are usually used to form a "song" when other musical instruments are played together. In Club Penguin, there are many various Musical Instruments that Penguins can buy, collect, and play. Although your penguin may be playing the musical instrument, no sound comes from it unless you are in the Lighthouse. However, there are a few exceptions. Some musical instruments can be featured in parties or in the catalog. There are some other musical instruments like a piano in the Pizza Parlor, The Stage and the Lighthouse. There are also drums and a microphone in the Lighthouse. If you are a member, you can also have a microphone in your igloo (If you bought it from the Better Igloos Catalog). Musical Instruments are played by wearing only them (with or without the Marching Band Hat) while dancing.