There are two missions like that. One is The Secret of the Fur Mission (mission 5) and the other is Mysterious Tremors (mission 8).
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It is in the pizza shop by the piano
In club penguin you cant actually deliver a pizza lots of penguins pretend to deliver pizza but you cant actually hold a pizza. But in club penguin if you have the chefs hat and apron if you start to dance your penguin will make a pizza.
To start a mission on club penguin you go to the P.S.A.
go to youtube and type in club penguin mission 9 they will show you
if your asking about the mission its under the orange couch in the mission on club penguin