i'm guessing they go to other cells? but if so, what about the needs of the cell which has just produced the proteins and atp? and why don't the other cells make their own protein and atp? it seems inefficient, no?

Do you mean once a protein is translated and when ATP is synthesised?

Proteins do many things some are secreted to target receptors on other cells, like hormones, some are catalysts for reactions in the same cell or other cells, like enzymes, plus proteins make up other structures, like receptor proteins at plasma membranes. It really depends on the specific protein as to where it goes and what it becomes. ATP is used in many cellular reactions, they are involved in phosphorylations of proteins etc, ATP is a molecule that is needed for many reaction to occur, its usually broken down to ADP or AMP then re-established when phosphates are added. I hope this helps a little:)

You are right to think that proteins and ATP are often used by the cell that makes them. In a multi-cellular organism, they may also act in the extracellular environment or in other cells. If you think about it, unicellular organisms may also produce proteins that are excreted into the environment where they may interact with the cells of other organisms.