Can whey protein help you lose weight?

Not usually. It is usually used to gain muscle mass.
Of course. Protein promotes muscle growth and leanness. It is also an essential nutrient to your body. Whey shakes is protein without the added calories of sauces, carbs, and other unnecessary things that go along with most other protein sources (rice, sauces, deep fried, butters, salts, blah blah blah)