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Bulk superconductivity (SC) has recently been observed in the Al-Zn-Mg quasicrystal (QC). To settle several fundamental issues of the SC on the QC, we use an attractive Hubbard model to perform a systematic study on the Penrose lattice. The first issue is the Cooper instability of the QC, i.e., no Fermi surface under an infinitesimal attractive interaction. Starting from the two-electron problem outside the filled Fermi-sea, we analytically prove that an infinitesimal Hubbard attraction can lead to the Cooper instability as long as the density of state is nonzero at the Fermi level, which provides the basis of the SC on the QC. Our numerical results yield that the Cooper pairing always takes place between the two time-reversal states, satisfying the Anderson's theorem. On this theorem, we perform a mean-field (MF) study at both zero and finite temperatures. The MF study also shows that an arbitrarily weak attraction can lead to the pairing order, with the resulted pairing state being well described by the BCS theory and the thermal dynamic behaviors being well consistent with experimental results. The second issue is about the superfluid density on the QC without translational symmetry. It's clarified that although the normal state of the system locates at the critical point of the metal-insulator transition, the pairing state exhibits real SC, carrying finite superfluid density that can be verified by the Meissner effect, consistent with experiment also. These revealed properties of the SC on the Penrose lattice are universal for all QCs.