With a US English keyboard, type the key combination Ctrl+~ (that is, hold
Ctrl and Shift while you press the key that has the ` and ~ symbols on it),
release the keys, and type the n. Then you should see Peñ and you can
continue typing.
Another method that works with all keyboards and in all Windows programs is
to hold down the Alt key while you type the numbers 0241 on the numeric
keypad.
See
http://word.mvps.org/FAQs/General/InsertSpecChars.htm for more info.