you need a permission from the local police in order to organize a protest on a specific location at a specific time.

Correction #1: from a town administration, not a police.

Correction #2: the actual legal state of a non-permitted demonstration is fuzzy because while the right for it is given by the Constitution, organizers and any violations of "peace and unarmed" way could be penalized due to federal laws which are stated applicable by the same Constitution.