Does protection from a color prevent damage from a colorless artifact creature?

Protection from a color (e.g., protection from red) means the protected permanent or player cannot be damaged by, enchanted/equipped by, blocked by, or targeted by sources that are red (CR 702.16b). The key word is sources that are that color.

A colorless artifact creature — one with no color indicator, no colored mana in its mana cost, and no ability granting it a color — is simply colorless. Colorless is not a color; it is the absence of color (CR 105.4). Because the artifact creature is not red (or whatever color the protection covers), the protection ability does not interfere with it at all.

All four elements of protection (Damage, Enchanting/Equipping, Blocking, Targeting — often remembered as "DEBT") only apply when the source or object in question actually has the protected color (CR 702.16b). If the source lacks that color, protection is irrelevant.

Concrete example: Your creature has protection from white. An opponent attacks with Darksteel Colossus, a colorless artifact creature. Your creature can be blocked by it, and if it deals combat damage to your creature, that damage is not prevented — protection from white does nothing because Darksteel Colossus is colorless, not white.

If the artifact creature happened to be white (e.g., it was animated by a white aura or has white in its mana cost), then protection from white would prevent its damage, prevent it from blocking the protected creature, etc.