There are various products used to protect finished floors and walls.
Corrugated Plastic, also known as "Corex" is used for protecting floors and walls. They come in 4' x8' 4mm sheets and are very light weight (this is a stock item).
Hardboard, also known as "Masonite" is another form of jobsite protection commonly used in construction on finished floors.
4' x 8' Sheets 1/8' & 1/4"