A protein is a compound that is made up of a polypeptide chain, which is a group of amino acids linked together (amino acids are molecules that contain nitrogen). Proteins differ from one another based on how the amino acids in the polypeptide chain are lined up, with there being two main types of proteins: globular proteins, in which the polypeptide chain is spherical in shape, and fibrous proteins, in which the polypeptide chain is linear. Proteins in living organisms serve the function of effectively transmitting messages within the cell and also giving the cell its physical structure.
A carbohydrate is an organic compound that is some amount of carbon combined with water (hence the roots of the name, "carbo" and "hydrate") and no nitrogen. Carbohydrates are used to store energy in the cell; in organisms that produce their own food sources via photosynthesis, carbohydrates hold sugar, where as in other organisms, carbohydrates are a source of energy precisely because they are energy-rich. Carbohydrates are also found in the physical structure of some cells, such as in plants.
A lipid is an organic compound that is only composed of hydrogen and oxygen. Lipids are essential in making up the basic components of all types of cells (from simple-cell organisms to complex cells in multicelluar organisms), as they are what make up the membrane in which other parts of the cell are stored. Lipids can also send messages in a similar fashion as proteins, and they are the primary compound found in fat.
Nucleic acids are made up of nitrogen, sugars (which are carbohydrates) and phosphate. Deoxyribonucleic acid (DNA) and ribonucleic acid (RNA) are the two types of nucleic acid that are found in all living organisms, and it is the combination of the two that forms the basic genetic code of the cell. The job of protein in a cell is to effectively translate the message of the DNA and RNA code in to action. Reproduction in a living organism occurs when the DNA and RNA are copied into a new cell.