We know Franny is the protagonist of "Franny" because she is the title character and the story's plot and themes revolve around her. Even the author takes Franny's side – the tone of the text mirrors that of Franny herself (see "Tone" for a full discussion).
Though Franny's crisis and spiritual journey are continued in "Zooey," her brother is really the protagonist. "Franny" is the story of Franny's crisis, but "Zooey" is the story of Zooey helping her through it. Most of the text is devoted to Zooey, his background story, and his feelings about his family. One perspective is that Zooey undergoes a spiritual journey all his own – see "Character Analysis" for more.