I have found the answer. Following is the way to set Firewall rules type protocol in C# API.
//create firewall protocols type object
var protocol = new FirewallRuleTypeProtocols();
//Set protocols items value this value correspond to xml element value
protocol.Items = new object[] { true };
//Set Element name this correspond to xml Element name.
protocol.ItemsElementName = new ItemsChoiceType[] { ItemsChoiceType.Tcp };
//Set Protocol
firewallRuleType.Protocols = protocol;