These organisms are a collection of microbes that usually feed on organic debris. They come in many different shapes ranging from Amoeba which can change shape to Paramecium which has a fixed shape. They vary in size, ranging from a few micrometers to tens of millimeters, or larger. They exist in almost all possible habitats all over the world. In most cases, they exist in freshwater, marine environments and soil. Additionally, some species have been found to thrive in extreme circumstances, such as hot springs and highly saline lakes. In theory, a moist habitat is necessary for protozoa. However, some protozoa form cysts in dry conditions, enabling them to remain dormant until external conditions improve.
More details: Overview of Protozoa