Protesting does do something though, the very least showing other people a direction to go in, to at least show something. It's hard to argue it does nothing, because images and videos do end up on social media and the news, and you really need the rest of the population on your side, if you actually want to change stuff.
You know what actually doesn't do a damn thing? Not doing a damn thing. Literally anything is better than nothing, just showing support is better than nothing. Talking about it is better than nothing.