Final answer:
Penelope is not associated with the Kalypso story in Odyssey 5; this narrative involves Odysseus's captivity by Kalypso, with Athena supporting his journey and Telemachus searching for him.
Step-by-step explanation:
Among the characters associated with the Kalypso story in Odyssey 5, the one that is NOT part of the narrative is Penelope. In the story, Odysseus is held captive by the nymph Kalypso, who wishes for him to stay with her forever. While Athena, the goddess of wisdom, supports Odysseus's journey, and his son Telemachus seeks his father, Penelope, his wife, remains in Ithaca and thus is not directly involved in the events with Kalypso. Therefore, Penelope is the correct answer to which character is not associated with the Kalypso story in Book 5 of the Odyssey.