Not directly, but in a very long round about way they do. Like if I have a mutation that is evolutionarily positive, the only way that helps me pass on my DNA is through the expression of the proteins, without them I could not do anything. The proteins, and their interactions with the environment, creates new information that indirectly results in a evolutionary pressure on the DNA and at a population level can change it.

How can DNA 'get' more information if not from the proteins interactions with its environment?