There are a few key times when God spoke to Paul directly. In light of this let me give you two examples.
First, the conversion of Saul was the first time God spoke directly to him. Of course, after the conversion, Saul's name became Paul. In the book of act 9:4, we read of this account. Here it what it says: "He fell to the ground and heard a voice say to him, "Saul, Saul, why do you persecute me?"
This is an important example, because this is when Paul becomes a Christian. Later Paul becomes the greatest missionary that the world has ever seen. He truly changes the world.
Second, in 2 Corinthians, Paul says that he had a thorn in his flesh. We do not know what this is, but it hindered Paul. So, Paul prayed three times to God to take away this ailment. In the third time, God spoke to Paul, and Paul learned a valuable lesson. In his weakness he is strong. Here is what God says:
But he said to me, "My grace is sufficient for you, for my power is made perfect in weakness." Therefore I will boast all the more gladly about my weaknesses, so that Christ's power may rest on me.