I am having problems figuring out the proteins that the cells make are part of what study? I am thinking biology but not for sure.

Proteomics is the study of proteins and Wikipedia identifies a branch of proteomics as:

"Cellular proteomics is a new branch of proteomics aiming to map the location of proteins and protein-protein interactions in whole cells during key cell events."

Also, the study of how and where proteins are made, as well as their movements in the cell, is part of the large area of study known as 'cell biology' or 'cytology'

I'd say the study of proteins is really biochemistry. Their interactions, kinetics, functions and structure are all studied in biochemistry. Proteomics is really a new field that looks at large-scale protein-protein interactions, but it is really very limited in its scope.