In general, they will direct most requests to God in the same way as a saint does.
However, we pray to certain angels for protection. We routinely pray to our Guardian Angel to watch over us and protect us, because God has tasked that angel to do this for us, so we are just asking the angel to do what God has already assigned them to do. We also pray to St. Michael the Archangel to “defend us in battle” against the Devil, because again this is what God has tasked St. Michael to do, be the chief defender against Satan.
We do not pray to angels to intervene in other ways, and there has been in past centuries some concern by the Church that people were getting too into “angel worship” which caused the Magisterium to occasionally prohibit or limit some of the prayer practices concerning angels. It’s important to realize, as with the saints, that any power the angels have is coming from God and He is who gets worshipped. Angels don’t have powers on their own and they should never be worshipped.