We call Sutpen our protagonist with some major hesitation. Though he never "appears" in the novel, Sutpen is without question the main character, and, according to Mr. Compson, the "hero" in the classic sense of the term. It's helpful here to recall that Faulkner himself saw this character as amoral and not immoral (source) – that is, he is not intentionally evil. Basically, he's just ignorant and has never been taught any better. So he's is not a protagonist in the sense that we clearly identify with him, but there is something universal about his ambition.