Penetrating damp is caused by water leaking through walls. This type of damp may expand across your walls or ceiling, but this will move horizontally, rather than by travelling up walls (as is the case with rising damp).
Penetrating damp often shows up through damp patches on walls or ceilings, which may darken when it rains. You’re more likely to get penetrating damp if you live in an older building with solid walls, as cavity walls provide some protection.