The presence of protein in the urine is called proteinuria. Proteinuria is an indicator that THE KIDNEYS' FILTRATION MEMBRANE HAS BEEN DAMAGED.
It is the work of the kidneys to filter the blood and remove all the waste products while conserving the materials needed in the body. When body materials such as protein begin to come out with urine in excess of the normal quantity expected, then that means that the kidney is not filtering the blood very well again and this is usually due to damage in the kidney glomeruli which perform the process of filtration.