Of course they have the right to protest, just as those brave souls during the civil rights era had the right to protest, the State can still choose to enforce their laws (as unfortunately many municipalities chose to do during the civil rights era) then it would be up to a court to decide if their right to protest supersedes the well being of society. None of the bill of Rights are absolute, you have the right to bear arms but and can’t buy a tank, you have the right to free speech but you don’t have the right to yell fire in a crowded theater, and I would be willing to bet you have the right to assemble and protest but you don’t have the right to defy a shelter-in-place order when there is an ongoing global pandemic.