This sense combines some sensory abilities like the perception of pressure, vibrations, temperature, distances, structures and pain. There are many little corpuscles and sensors in the skin that perceive changes and transmit this information to the brain.
Unfortunately, I did not find scientific investigations concerning this topic. But I conclude because of own observations that penguins are able to perceive touches. When I touched penguins at their back (e. g. in zoos or at SANCCOB in Cape Town) they reacted on it and pecked my hand. I am sure that they did not see that I touched them, so they had to sense it.