Hey Arthur,
I am guessing you are quite new to this lifestyle.
You muscle is mostly composed of protein, so yes protein shakes help with muscle building.
I would steer clear of protein bars, as most are nothing more than glorified candy bars with protein in them.
However, all the protein shakes in the world will not build muscle without proper training and nutrition. Protein is only one third of the answer, you also need good quality carbohydrates and fats.
I would suggest you do some reading of the stickies in the various sections, devise a diet and workout plan, and then put it up if you want additional help.
When you do this, it is also useful if you put up height, weight, age, amount of time training and your training goals.