I mean, it's fine to protest, but the real answer is that Dems dropped the ball here. Trump didn't win, Hillary lost. She didn't inspire the voters, and the voters just didn't show up.
That's part of it, the other part is that some voter laws were changed, and it was harder for some people to register to vote, as well as some polling locations were closed (800 locations), making it a little harder to actually vote. Some places had hours long wait to vote. That is unacceptable. But that is a small part of what happened. The Dems just didn't show up. Republicans had a million or so less total voters than in 2012, while Dems had around 9 million less. That is pretty huge, and wont win many races.
Ten million people just decided not to vote.