In the case of protein digesting enzymes, known as endopeptidases, such as those secreted in the stomach (pespin), it is obvious. If they were secreted active they would digest the glands which secrete the enzymes themselves (gastric glands). Instead they must be secreted in an inactive form, which once in the stomach and exposed to HCl acid and other pepsin enzymes the pepsinogen activates and begins digesting protein.
Protease enzyme is the general name given to enzymes that break proteins into amino acids. However, within that group, there are specific enzymes for specific proteins. An enzyme is considered a catalyst, a specific type of protein that speeds up reactions without being used up in the reaction itself.