Does Macbook Pro protect itself from heat?
Short answer

Yes.

Long answer

By Operating Temperature Apple are not referring to the internal temperature of the MacBook Pro. Instead, they are referring to the temperature of the environment in which you're using (i.e. operating) the MacBook Pro. 

That's not to say you couldn't use your MBP outside on a hot 35ºC day, but you may run into problems and, if you do, that's when the System Management Controller (SMC) will kick in to protect your MBP.

By the way, your MBP temp of 95ºC is perfectly fine. MBP models usually range from about 40ºC (104ºF) to 100ºC (212ºF) depending on whether the CPU is idle or under load. The SMC is designed to monitor a range of sensors and to manage tasks such as fan speeds etc to ensure your MBP is protected from damage by overheating.

If you're interested, you can also refer to the Intel Mac Temperature Database to see the various temperature ranges reported by users.