Dear ,dont worry ,u can take but causiouly  As u said u work out means ,u must be doing under some ones guidance so do under guidance and take opinion of dietician 

It depends on the quality and amount of protien you take

Whey protein is the protein contained in whey, the watery portion of milk that separates from the curds when making cheese. Whey protein is commonly used for improving athletic performance, but evidence to support this use is mixed. It is relatively safe but do check your renal function before consumption as it is unsafe for those with kidney problems and for those who are allergic to milk.