I want to use the Angel race. It is for D&D 3.5, can I use it on Pathfinder? If not, what do I need to change to make it compatible?
Yes and no.
In general, custom races made for D&D 3.5 will work just fine in Pathfinder. Nothing really major changed as far as races are concerned between 3.5 and Pathfinder. The biggest thing to look out for is that Pathfinder no longer has the concept of level adjustment, so there typically needs to be some houserules to allow more powerful races, if they'd have an LA. You also want to make sure that any races with an LA of 0 have a total of +2 to ability scores, rather than +0.
My previous DM had a houserule that worked pretty well for this. We used point buy for stats, and he ruled that for each +1 LA, you lost 4 points from your point buy total. Since we only had fairly small LAs, this worked pretty well.
That said, the race that you linked is pretty powerful. It has extremely favorable stats, flight, DR, a suite of resistances, smite, SR, change shape, and a couple other powers. I'd give that race an LA of +4, at least. I would not suggest using that race in a Pathfinder game, unless everyone is playing a similarly powerful race, and you're comfortable with a high-power game.
Your question isn't really about 3.5 races in general - you should ask about the actual problem you have. Your problem is that you want to play an angel in Pathfinder and want to know how. Rather than use a super overpowered homebrew 3.5 race, you have a couple options.
Use an aasimar race. Using the Advanced Race Guide and other available options - alternate racial traits, variant herigates, feats, and traits, you can pump up their angel-ness fairly in a more balanced way. Hooray d20pfsrd, they're all conveniently linked off the aasimar page.
Use the angel race from Little Red Goblin Games. It's made by an actual third party company for Pathfinder so has some more claim to balance and compatibility.
Make one yourself using the Advanced Race Guide and your GM's permission.
If you/your group care nothing whatsoever for balance (and there's nothing wrong with that), just play any angel from the bestiaries and add class levels as you go.
In a Pathfinder game, I suggest using the aasimar race with the half-celestial monster template.
For the low price of a CR +1 adjustment (Equivalent, in my observations, to the 3.5 level adjustment system [for the most part]) you gain good flight at 2x base land speed (This does not calculate off adjusted ground speed. If you use the aasimar, your speed is 30', fly 60', even if using a class like monk or barbarian that increases your land speed), resistances similar to other celestial outsiders, damage reduction, spell resistance, AND a whopping +18 distrubuted across all 6 ability scores, as well as SLAs similar to domain spells and a 1/day smite.
Using this option will make you OP at lower levels mechanically, but you would likely be playing two class levels behind any unmodified standard race character (My DM equated the CR adjustments directly to level adjustments for PC mods). This means it is not viable unless you start at level 2 or higher, and the CR adjustment increases at 5th and again at 10th level, so your Effective Character Level 20 is only class level 17, depriving you of any class's capstone ability unless you play into epic progression.