If I want to make an Android game do I need to switch off PC to Android? Can I just make an android game using PC Platform?
I’m trying to import a package, but it works fine on PC Platform, but when I switch to Android and import it, it gets stuck on importing a .exr file from the asset.
And when I copy it over from the PC folder into an Android Platform’s Folder, and load Unity, it hangs.
Yes, you need Unity to be in the appropriate platform mode to build for that platform. You can develop however you want, but you can’t test anything properly without building and deploying to the device, and there’s platform specific stuff you can only tune in the right mode.
Check out the error log and see if it sheds any light on the crashes.
This.
Its also worth noting that the subset of C# you are using is not exactly identical across all platforms. There are some methods that cannot be used on some platforms. Its rare, but being on the right platform from the start does prevent a few bugs.
Plus once a project is large switching platforms can take some time.
When I try to import UFPS into my Android Platform it gets stuck there, but its still processing because it is using 60% of my 12 thread processor constantly and goes down when I End Process Unity from Task Manager. That 1 file that is hanging is 18.2MB.
When I import UFPS on the PC Platform it works perfectly. Then when I change platform after its already imported to the PC platform to Android platform. It hangs on the same spot. 
Check the Editor Log, see if that sheds any light on the issue. You could try deleting the lightmap, see if the rest of the package imports, but of course then you won’t have the lightmap.
Aside from that, you’ll need to contact the UFPS team for assistance.