If you mean "Were they protected" then yes, but only in the same way as the rest of London, by the use of barrage balloons, AA, searchlights, RAF Fighter Command and the Chain Home radar system. They weren't much more or less protected though, both Buckingham Palace and the House of Commons were hit by Luftwaffe bombs.

It didn't make much difference though. For one thing, Churchill's Cabinet had gone underground... Search the Cabinet War Rooms, and for another, the Germans were planning to invade and occupy the UK, so it wasn't really part of their plan to destroy prestigious buildings of this sort.

The Baedecker Raids in 1942 however, were executed with this in mind, but it must be borne in mind that Operation Sealion, the planned invasion of Great Britain, of which the Battle of Britain and the Blitz were a part, had long since been abandoned by this stage, so Hitler had nothing to lose by destroying historic buildings.

edit: Spelling, paragraphs