I was lucky to enough to be placed on projects with a travel component, so there were times that I'd be on the client site working at their office with my team and then commuting back to New York at the end of the week. A lot of what I was doing was testing my clients controls, and figuring out what recommendations to make. Protiviti also had a number of events, and intern days where you got to go on outings and get to know your intern class.
It's difficult to say what one day in the life of an intern at Protiviti could be like since it is so dynamic and changes rapidly. Mainly, you're working on projects, or audits, and interns are expected to do the "testing" on these audits. Testing usually involves reviewing data and documentation provided by the client to ensure that they are in compliance with a particular set of rules or "controls". There's a lot more to it than that, but the bulk of the work that you'd be doing as an intern is testing.