Usually they have a personal garage, yes. Depends on the building though. Most people that pay that much for a place to live will have either a private garage or a garage underneath the building that has valet service to retrieve their car when they want/need it.
This all depends on what penthouse you are talking about. i.e. what city and what building. As a general rule, if you have a penthouse in downtown L.A., chances are, yes. They have their own private garage in their house...... in the Swiss Alps.:) J/K. They probably have many nice cars in a house not in the downtown area. Jay Leno for example has an incredible car selection and a very large house for himself and his wife. He has a cat or two too. He can afford to live in the penthouse of L.A., but, in his other house, he has a garage that would make you melt with amazement. If they have a garage in their penthouse, it would depend on the architect who designed the building and the person who resides in the penthouse. Can a penthouse be built to accommodate a car up the elevator and have one to drive out of when he/she would like to leave? Yes. I'm sure it can be done. :) I hope you have an opportunity to have such an elegance. :)