"I have someone coming to play in private this weekend. What is the protocol for after. Is it like one night stands & they just leave?"
This is a bit hard to answer because I'm missing enormous amounts of information, and the right response depends on that missing info, but I'll try and respond as best as I can.
The first bit of extra info I'd ask you to provide, if I could, is: what kind of relationship are you seeking with the person coming round to your place to play? Are you only planning to see them this one time? Would you like them to become regular play partners? Would you like to have a one on one relationship with them? The reason I'm saying this is because obviously what you want from this relationship affects what happens after you play. You can certainly tell them to leave straight away (like the "one night stands" you mention) but that would hardly encourage any future relationship with them.
The second bit of info I'd double check with you is: is this is the first time you've played with this person? If you've played with them before, then I am sure you've already filled in and compared BDSM checklists and undertaken scene negotiations, including establishing a safeword. If you are unfamiliar with these terms, you should google them. If you've NOT played with them before then I'd want to ask how you met them? If this is the first time you are meeting someone (perhaps you met them online) I'd sincerely suggest you read some of the articles on this topic online, that discuss safety issues (for example, letting a friend know when you are playing for the first time with this person, and arranging for them to ring you at certain times to confirm everything is going well).
The third thing I'd ask is: are you aware of the concept of aftercare, after play? If not, you should google the term (or have a look at the aftercare series of posts on my blog ... I don't know your kinky orientation but there are posts about aftercare / "drop" issues for subs, dominants and switches). If you are familiar with aftercare, then you'll know that this happens (if required) at the end of a scene and you need to include aftercare discussion in your scene negotiations prior to play. If you know your own aftercare requirements you need to let your new play partner know them, and vise versa. If you are new to the scene and don't yet know whether you need aftercare or not, again discuss this with your new play partner.
So. Let's say your scene has finished and any aftercare has been given. This is perhaps the point in time that you are seeking info about protocols about - do people just leave after play or not? There is really no "protocol" or rather, scene etiquette, for this, other than common courtesy. Your play partner may well leave quickly if their aftercare requires privacy and time alone, or they practice "third person aftercare". But if that's not the case, then really what you do depends on how comfortable you feel with them. I'm sure the offer or a shower / bath (especially if your scene has been messy) or a hot drink ... or even a meal, depending on the time of day ... and some conversation wouldn't go astray. Especially if you want to get to know them better.
If you are going to invite people home to play regularly you might like to put a few things together for them. We have a "guest play partner box" that we direct people to when they arrive:
It's a large plastic storage container which contains things that might make their stay more comfortable: a soft dressing gown, slippers, towel, toiletries, and a bottle of water and energy bar (common aftercare requirements). They can also put their clothes, shoes, car keys, wallet, etc in the box and everything is easy to get together when they leave ... sometimes people are still a bit spacey, post play (if this happens, make sure your play partner doesn't leave until they are fine to drive).
Hope this answer helps, and that you have a great time this weekend :)