In terms of protection, indeed, Horizon 2020 poses a general obligation to protect the project results - please see article 42 of the Horizon 2020 Rules for Participation and article 27 of the Model Grant Agreement.
This obligation does not apply to all results - it will only apply insofar as the results that are capable of (or can be reasonably expected to be capable of) commercial or industrial application and their protection is ‘possible, reasonable and justified’. Therefore, in many cases there will be no obligation to protect and the dissemination activities will suffice. Hence, no protection is necessary if protection is impossible under Union or national law or not justified.
Moreover, Horizon 2020 rules leave it up to the project participants to set up their own protection strategies. The choice of the most suitable form of protection should be made on the basis of the specificities of the action and the type of result - for instance, you may resort to confidentiality measures instead of filing for a specific intellectual property title (patent, utility model, industrial design etc).
Project related publications and presentations may also constitute project results. If original, these works will be protected by copyright. Copyright arises automatically upon the creation of the work: you will not need to register it or pay any fees. This means that once an original work is created, the copyright holder can prevent others from, for instance, copying or distributing these works without its consent. Please note that copyright will not protect the information or ideas contained in your publication but only the way in which they are expressed.