Question

In PEM fuel cells, protons are conducted through the electrolyte from anode to cathode

Answer 1

In a PEM fuel cell, the hydrogen gas, near the anode, gets processed. This results in the separation of protons and electrons. The protons move through the membrane to the cathode side of the cell while the electrons goes on to produce the electricity as output in the outer circuit. The protons combine with oxygen and electrons at the cathode to produce water, which is a byproduct of the reaction. 
Thus, in PEM fuel cells, protons are conducted through the electrolyte from anode to cathode.

Answer 2

A proton exchange membrane fuel cell basically does nothing but transfer the chemical energy liberated during the electrochemical reaction of hydrogen and oxygen to electrical energy. It resists the direct combustion of hydrogen and oxygen gases to produce thermal energy which is liberated by the cell in the form of energy to the combustion chamber. At the anode side there is catalytically split into protons and electrons.