Converting Ensembl Compara gene tree DNA alignment to corresponding amino acid alignment
As a general rule, both within and without the world of bioinformatics, public FTP sites contain README files tat explain what each file offered by the FTP server contains. The file README.protein_trees states:

Compara.gene_trees.{release}.emf.gz
                        contains the peptide alignment for every genetree in emf alignment format
Compara.gene_trees.{release}.fasta.gz
                      contains the peptide alignment for every genetree in fasta format

This means that both Compara.gene_trees.57.emf.gz and Compara.gene_trees.57.fasta.gz contain the protein alignments. I had a quick look at the files and it looks like Compara.gene_trees.57.fasta.gz actually contains nucleototide sequences but Compara.gene_trees.57.emf.gz does indeed contain a protein alignment:
$ zgrep -m 1 AAAAASAAAT Compara.gene_trees.57.emf.gz.crdownload 
SAAA-AHS-AGTAAAAA--AA--AAAAASAAAT-ASAATAI-SASSA-ASAAT-V----AAASVAA-HAFAS---ASAAASAAAAA-TIVAAAAX-SAASIYSAAAA-YAA--AASAS-ASAASAS-ASAASSSSSARS-AAS

So, to answer your question, the file you want is the .emf.gz one.