You should not put surge protection on ethernet cable themselves. In some ways this violates the ethernet standards. You might stop surges but you might now get crosstalk between the pairs if the surge protection is built cheaply.
Ethernet cables are magnetically and many times optically isolated from the power and other components in devices. This means that surges on the electrical power can never get directly to the ethernet cables. A power surge might damage the power supply or maybe some other component in say a router but it will not spread though the ethernet cable to another device.
You really should have any device that has a electrical plug go to a surge protector but you do not want to buy those units that you...