Shouldnt be combo'd with Protect, but Double Team.
Focus Punch is a highly powerfull Fighting type move. Your Pokemon will start by "tighting its focus", then your opponent goes. If your opponent doesnt score a successful hit, then you will end the turn with Focus Punch.
This all takes place in 1 turn, so you cant start it, then Protect, then finish. The actual Strategy is to Double Team up a couple of turns, making it more difficult to be hit, that way Punch is successfull. Btw, if you are hit while waiting to use Focus Punch, your Pokemon will Flinch