A protocol describes a procedure. When you declare your taxes, you complete a form. There will be boxes on this form where you state your name, your income, deductions, etc. There is also a set of rules which will describe what happens to the form inside the tax office. If you declare income from another country, it's likely that your form will be sent to different department from those forms where no such income has been declared.
Data communications are very similar.
If you both follow different rules about how the information will be laid out, you won't be able to understand each other. The communications protocol will also dictate the actions that must be performed given the information received.