If you are trying to gain muscle, and are exercising correctly and eating a nutritional diet, protein supplements can help with a body building program. Protein supplements are used to help increase daily protein intake. However, they will not work alone - you need to exercise and monitor your nutrition closely.
On the other hand, if your goal is to lose weight, a protein supplement may be less useful. When you diet and exercise to lose weight, you will invariably lose a little muscle too. Taking protein supplements might help you to keep your protein levels high enough to inhibit loss of lean muscle tissue.
Let's assume you are trying to build muscle. You will need to track your diet to find out how much protein you are eating. Most bodybuilding methods require 1 to 2 grams of protein per pound body weight per day. So are you already eating this? If so, then a protein shake will probably only serve as excess calories. If you are under, than a protein shake can help make up the deficit.
Lastly, there are some who feel that immediately eating a highly digestible protein after
gym workout can help with muscle building. I have yet to see scientific evidence in support of this, and it seems unlikely, since the muscle building process occurs DAYS after working out, not in the few minutes afterwards. On the other hand, if you have accounted for your daily calories and protein, and want to include a protein shake as part of your diet, it would be fine to have one after a workout.
