How Do I Protect My HTML5 Game On A Website?

What are you “protecting” here? Do you also protect your web pictures?

The simplest solution: Just put your name in the actual game screens. Even if someone embeds your game in some other iframe, your name will show up inside the game.

If you absolutely need to control which page refers to your game, then you need to use a web host that lets you inspect the Referer header and reject bad referrers.
However, someone can also connect to your website with curl and scrape all the files, and then upload them to some other website anyway.
And if you ship a game on a disc or download, someone can copy those.

So … what do you really need to protect, and why? If you need people to pay you money to play the game, you need to implement some kind of online login, which verifies the payment, and put that login into the game itself, like most MMOs and other online games do.