They are called motor proteins because they convert chemical energy into kinetic energy. In the case of kinesin, it forms a dimer (two copies of itself bind together to form the two "legs") and also binds to light chains (accessory proteins that modulate its behavior) so that it can walk along filaments and drag cargo around your cells. They are both proteins and more complex structures because multiple proteins are interacting, as well as binding small molecules and catalyzing them into chemical products, all to produce the motion.