For the Parks/Palaces of Sintra such as the Pena Palace, the National Palace of Sintra, the Castle of the Moors, the Park of Monserrate and the Convent of the Capuchos, it is necessary to present the Lisboa Card at the ticket office, so that the discount is applied (see each attraction % discount here).
However, you can buy tickets for all these attractions in the same place/attraction for time and money convenience: if you buy a combined ticket at the ticket office (for example, Pena Palace + Castle of the Moors), you get the discount of Lisboa Card in each, PLUS a discount for the purchase of a combination of Sintra attractions.
PLEASE NOTE: To visit the Pena Palace you cannot access it by private car. Instead, you can take the Bus 434, any tourist vehicle (such as a Tuk Tuk), Uber, Taxi or you can go on foot (which is also a beautiful hike).