I think not. You cannot use the PENELOPE code to simulate the transport of electron through the plasma.
PENELOPE is the Monte Carlo simulation code to simulate electron transport through material. It uses cross sections of various types of electron interactions (elastic, inelastic collision etc.) with neutral atom to simulate the electron path through material. But as plasma contains mainly ions and electrons in it, it will not be possible to simulate electron track through plasma using PENELOPE. In this regard geant4 "may" be more useful as it is a general purpose code and is more customizable. There you can incorporate the physics list, which takes care of electron interaction with ions and electron in your code to simulate the electron trajectory. Also in all the simulation program the material is static but plasma is more dynamic system, that will add extra complication in simulation.
@ Chiow San Wong: You can not use SRIM to calculate the electron range in plasma. Actually SRIM cannot be used for electron transport in normal matter also. But there are other programs like estar, and CASINO which can be used to calculate electron range in material.