I know spells work because I believe they do. The definition of magick is something along the lines of "causing change to occur through the manipulation of energy by use of will". therfore I believe it to work, and I will it do so, then it works.
In the case of a protection spell. I do not cast them everyday. I use them when working other magick, as apart of my rituals. I perform a protection spell and cleansing ritual so that my magick is performed in a clear and cleansed place, protected from evil. I use prtoection magick when performing a seance.
Protection spells don't revolve around being attacked either. Depending on the spell and your own intentions behind the spell and what you have willed to occur, will affect the outcomes of the spell. Do you pray for protection when you feel you need it? A protection spell would be used in much the same way.
With other spells, I have used them, with success in my desired outcomes. Sure it could be a coincidence. But I believe it to be the work of the spell. It would be the same as asking a christian that if they pray for something and it is recieved or granted, then how do you know that it was god answering your prayer? It requires faith in your beliefs, and this allows us to (sometimes on less concious level) focus our will on the desired out come.