It depends on the reason for attending. (So, no, it is not always forbidden.) It is a sin to participate in another religion, but it is not a sin to attend the services of another religion, if one is not participating but a guest (say for a graduation ceremony at a Protestant school, or a wedding). Even so one should try to avoid Protestant celebrations of communion, because for a Catholic there is the risk of the added sin of sacrilege.
It may be alright to visit a Protestant service if invited to promote ecumenical understanding, but it should be clear to all involved that you are not visiting as an inquirer about their church, merely to be polite or to promote good relations.
There is also the sin of scandal, whereby others might misinterpret your actions. Another Catholic may think that, because you are attending a Protestant church, it is okay to do so, and go on to sin because of your actions. So this is also to be avoided.
Entering the building for a non-religious function, like a social group, scouts, a dance, or a sports match, is totally fine, as long as the aforementioned risk of scandal isn’t present (i.e., if other Catholics know you’re going there, they should know why, lest they get the wrong idea.) If their youth night is a prayer group, you probably shouldn’t attend, though.
That’s my take on it, anyway.