That's an interesting question.
Of course, there are general rules for counters that you need to know. However, sometimes, things fall between the common categories. Also, sometimes daily/customary way and academic/formal way can be different.
For example, たんす(chest for clothes) are formally counted as 一棹、二棹. But I don't be bothered by that. Just ひとつ、ふたつ works enough in daily life.
If we really want to be accurate, even native speakers should look it up with some dictionary.
I choose 羽 for ペンギン because I know it's bird.
ペガソス is a kind of horse with wings, rather than a bird with horse-like head and body. So it should be 頭, I think. (At least, I'd choose 頭。)
>動作にも助数詞が使われますか?
数字+助数詞はadverbとして使えます。
一日にごはんを三回食べる。
三歩歩いて二歩下がる。
5km走る。
2年間修行する。
赤いのは三倍早い。