This two can have different attributes which were assigned in the adapter metadata. Please see this help for some info on this:
Go to SAP BASIS 6.40 or 7.00 software compoenent and open namespace http://sap.com/xi/XI/System. Go to Adapter objects and open Adapter metadata. Then open any adapter. Here you can see all the properties of your adapter which support.
Transport protocol gives information about outside of message details, kind of system, security details.
A transport protocol is a network protocol that has the capability of transferring some payload from one node to another, thus providing some level of transparency from the underlying network.
Transport protocols are used as a mechanism to move payloads around a network. Typically, a payload will have a transport binding associated with it. For example, SOAP (acting as a payload) has a predetermined binding for HTTP (a transport protocol).
Some common transport protocols include: HTTP, HTTP-R, SMTP and BEEP.
Message protocol gives you an idea of message type XI payload