Hi Sida,
I think I am understanding what you are saying now. You seem to be concerned with whether or not the domain you are seeking links from has itself been hit by Penguin. Well honestly the only way to do this is to identify their keywords and know what their ranking was prior.. Maybe look at PR or DA but you'd have to compare that to past numbers.. Really it's pretty dang hard to do.
I'm not sure there's any reason to, either. Penguin penalties do not pass through domains. Meaning if you have a link from blackhat.com and it was penalized, that penalty does not transfer. The link itself may lose value, or "juice," but by no means does this penalize you instantly. Now, if you have a bunch of links coming from penalized sites, chances are you might be penalized too one day or the algo will catch up with you. Otherwise I wouldn't worry.
Gaining links from directories and forums is tedious work and ineffective at best. The only reason I would ever do it (other than maybe an occassional dmoz or relevant directory for funzies) is to actually provide a relevant link for readers. For example, if I am marketing a bicycle repair shop and am posting links from a country music forum under a topic regarding the best new music of 2013.. that's wrong and I shouldn't be doing that.
However, if I am sitting around on a Schwinn-Lovers forum and they are discussing the proper gears needed to best operate their bike, and I just so happen to have written a blog describing how mine is the best and why.. then BAM! I've found a great place to link to and it is relevant to the reader. Now I am posting this link not as a method of building my link profile, but as a way to promote my business first. Yes, I'm very happy to have gained that relevant link which helps my SEO efforts, but this was a marketing effort first and foremost.
Marketing is SEO is Marketing but it's Marketing first. This is the future and it is now. This is also why SEOmoz dropped the SEO.
Voila