I'm not sure, but I think that Penrose tilesets are what I call "easy": you can't run into a situation where you can't place a new tile. It would be great if someone here could confirm or deny this.
So if this is the case, then Penrose tilesets are not interesting to WFC, because you can produce arbitrary tilings with much simpler algorithms.
Right now though WFC is only working with square tiles, but it's not hard to generalize it to arbitrary shapes. Paul F. Harrison made a tiling program that supports hex tiles: http://logarithmic.net/pfh/ghost-diagrams See also the relevant paragraph in the readme (just search the word "easy").