Proteins are tiny chains of chemicals that are essential to life. They help to produce new cells and so make new tissues like skin, they are responsible for some actions like digestion, and they carry other substances around the body. We simply could not live without proteins.
Like many building blocks of living things, these tiny substances 'live' for a certain period of time and then 'die', which means they are reprocessed by the body. This may be minutes or years, but 1-2 days is common in humans.
We notice proteins because they help to produce muscles on a big scale, and cell walls on a tiny scale. Other proteins send signals, protect against harmful microbes and so on. Proteins are also necessary in the diet of all animals, because they are responsible for digestion. Animals break down protein from food they eat (plants and other animals), and turn it into cell-building materials and energy (as sugar).
If someone is starving, the body begins to eat its own protein and turn it into energy to keep the body alive for a while longer. Most of this protein comes from the muscles, and that is why people who are starving look so thin.