Power window does not work solved easy
 

Before you do without a power window and before you go to all the trouble and expense fo replacing the motor and regulator, you should check the switches since that is the most common cause.
This is especially important if you are the main driver and one of the other windows will not go up or down or sometimes works and sometimes doesn't. If you drive mostly alone, you will never even use the other switches on the doors and you only use the switch console on the driver's door.
Test the window switches from the driver's door switch console and from EACH switch on each door.
You may find that the window works fine from the console or the door switch but not from vice versa. It is usually the console switch that does bad because it is used the most and usually the passenger window function.
If it is a switch, you can purchase a new replacement online or get a used part at your local salvage yard. The replacement is super easy. Just snap out the switch, undo the connection, and reverse to install. If you can, get several switches from the donor car to have some for the future.
For the console, it is easiest to get a used driver's switch console from the used parts place. A simple snap out and pull and plug connection for the door console only takes about 5 minutes may get everything working again.
Mazda Protoge's are built so well that main parts rarely go bad, it is usually other minor things that cause the problem when they wear out so never jump to the most expensive or time consuming repair until you are sure it is not something simple.
I actually own a Protege and everything I post here I have done to my car and it worked.