trans. dipstick for a standard(manual) 1996 Mazda Protege?

all standard transmissions I have ever seen do not have dipsticks they have a check hole that you pull out a plug and stick your finger in to see the level
 
Many manual transmissions (especially front wheel drive) do have a very short dipstick, while many others (almost all rear wheel drive for example) do not. Your vehicle is one that does not, even though it's front wheel drive.

There is a plug which needs to be removed from the side of the transmission, and the fluid should be close to being able to spill out of that hole (while the vehicle is level).

Here's a picture of it's location on your car;
http://repairguide.autozone.com/znetrgs/repair_guide_content/en_us/images/0900c152/80/26/0e/df/medium/0900c15280260edf.gif

Looks like the side of the trans facing the radiator, which is typical in a car like yours. If it is low, you fill it through the same hole.
 
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