Uh, nope. They aren't the Protoss. But, everyone has been saying they are as a sort of jab at Blizzard for, I guess, messing with Warcraft lore they way they have. Sort of like 'we have this nice little fantasy world and, oh look, interdimentional space aliens!'
I haven't kept up on and I don't know all that much about WoW lore but even Blizzard admitted they goofed on the Dreinai (Lorelol as the WoW posters call it). Totally broke lore in many places with them.
Ah well. No biggie. I mean, it's a game and they look neat.