Hi Maria,
Whey protein is an excellent energy source and an important building block for lean muscle mass development.
Protein shakes are great as a snack, on the alli plan. You can have them for breakfast (choose the ones like Myoplex Lite that have a combination of carbs and protein) or for a snack, you can have the whey protein in a blender with some fruit. Just be mindful of how many calories you are having and be sure to balance it into your total diet.
Carbs are essential also. You just need to make sure you making healthy choices like complex carbs, whole grains, etc.
Make sure to incorporate both cardio and strength training regularly and let me know if you have any fitness related questions. For more specific dietary advice, you can also consult with the online dietician.
Good Luck,
Paul