Hydrogen bonding occurs when hydrogen is bonded to atoms such as nitrogen or oxygen

Cellulose is a polymer, formed by a covalently bonded monosacharide, that forms extensive hydrogen bonding between polymer chains. In cellulose hydrogen is bonded to oxygen. Proteins are also polymers, but in this case are formed by covalently bonded amino acids. Hydrogen is bonded to oxygen as well as nitrogen atoms generating hydrogen bonding that forms the secondary structure of the protein. Lipids on the other hand are long molecules of carbon-carbon covalent bonds. Since lipids contain no nitrogen or oxygen atoms hydrogen bonding can not form.