NROTC scholarships are assigned to a school. You can't "take the scholarship" anywhere. You can attend where the scholarship is assigned (based on the list of 5 schools that you submit with your scholarship application.)
However, should you be accepted by U Penn and you are awarded an NROTC scholarship to U Penn, then yes you can attend using the scholarship. (I guess it's obvious but no one stated it so I add this for clarity).