The special filter paper is wet with an aquaous solution, acid or basic or neutral.
In the middle you bring a small dot of a protein mixture.
The proteins move under influence of an electric field and, according to their charge, go in a certain direction:
  1. proteins in basic environment (OH- is present) mostly have a negative charge.
  2. proteins in an acid environment (H+ is present) mostly have a positive charge.
  3. proteins in their iso-electric point (more about this later) are neutral.
The result that you can see in the image, shows that probably a acid liquid was used to wet the filter paper.