There are plenty of people on this forum that are more than willing to help you out, but atleast do some research first. Having your first post asking about random parts that you've heard about and assume they work on any car is not a way to get help.
If you really want to build a fast sleeper, it's going to take a lot of time, money, and knowledge. The Protege wasn't built to be a fast sports car, it was built as a fuel efficient compact car, so it's not like you can just get some bolt on parts and expect it to be a quarter mile king. If you really want to build the car, turbo is the best option, and it's not going to be cheap. If you're serious, save up some money and see if you can source some Mazdaspeed parts for the car.