whey protein is a fast assimilating protein, whereas milk, comprised mostly of casein is not a fast assimilating protein. This means, whey is digested and utilized very quickly, typically its either been used or ejected from your body within 45 minutes, where as caseinn protein "clumps" in your gut and can take up to seven hours to be fully digested. There are benefits to both. Whey would best be taken post workout, so that the amino acids and other nutrients are quickly rushed to your muscles, whcih are primed to receive such nutrients after a workout. But it is also beneficial to consume casein as well, to keep a steady stream of amino acids and other nutrients flowing to your muscles, to promote recovery and growth over a longer period of time. Now, protein from whole foods such as chicken, turkey, steak, etc, all have different amino acid make ups, and really are not the same as whey or casein protein. They are all beneficial, and you should not consume only one type of protein, as a matter of fact, you should consume them all. With all that being said, yes, have your protein shake as a snack, its much better than having ice cream or a snickers bar. But if you can, opt for healthy whole foods first and foremost, but there is no reason why you can't supplement your diet with whey, whether or not your working out. But really,you'll get the best results if you do work out.