The application uses different protocols to contact with the server, for example, browsers use http protocol to contact with the server. Sometimes one application may use more than one protocols to contact with the servers.
LoadRunner will use the same protocols to simulate the pressure to the server, for example, a lot of http requests to simulate the load to a web server.
If you are not sure about the which protocol should be used, just try to use the protocol adviser. It will detect the protocol used in the application.
Your last question is hard to answer, you need to know some programming skills when working on the scripts, and different protocol may need different knowledge. First you should know which protocol you need to work on, then narrow down your scope of learning.
