Step 1: Understanding the Concept:
A protein domain is a conserved part of a protein sequence and structure that can fold and function independently of the rest of the polypeptide chain.
Domains often represent the functional units of proteins (such as DNA-binding or catalytic domains) and can be shared among different proteins.
Step 2: Detailed Explanation:
Let us analyze each of the options to clarify their structural levels:
1. $\beta$-sheet: Is an element of protein secondary structure formed by hydrogen bonds between peptide backbones, not an independent functional domain.
2. Zinc finger: Is a classic example of a protein domain (specifically a structural motif/domain).
It consists of a folded protein structure stabilized by the coordination of one or more zinc ions ($\text{Zn}^{2+}$) to cysteine and histidine residues.
Zinc finger domains function as independent DNA-binding modules in many transcription factors.
3. Exon: Is a segment of a nucleic acid (DNA or RNA) that codes for a protein, not a protein structure.
4. Globin protein: Represents a complete, functional tertiary or quaternary protein, rather than an individual domain within a larger protein.
Step 3: Final Answer:
An example of a protein domain is the Zinc finger, which corresponds to Option (B).