Yes, cloudy urine is a sign of protein in the urine. You can get protein test strips over the counter at the drug store I think.... diabetics often use them. I'm not sure if they are expensive or not.
On the other hand, cloudy urine can probably be a sign of a number of other things, including UTIs. Best to have it checked if you are concerned.
Mom to Kayleigh (05/07) Jacob (05/09) and Ned decluttering 615/2010