As user30184 outlined:
It's a very common task, and there's plenty of documentation: ST_Transform.
To apply this, you need to figure out the EPSG codes of your projections.
UTM 35N probably is EPSG:32635, and your lat/lon coordinates could be anything. One of the more common ones is WGS84 as used in GPS with code EPSG:4326
The Postgis query then would be
SELECT ST_Transform(geom, 4326,32635)
If your postgis table already has the proper source SRID, you can do a simpler
SELECT ST_Transform(geom, 32635)
EDIT after you updated your question a lot:
The issue is not with ST_Transform, the issue is your query. You explicitly set all geometries to be the same. This is how UPDATE in combination with subqueries works. I really recommend you dig through the documentation a bit more to grasp this.
The solution to this issue can be found in the docs as well, by using a WHERE clause at the end. While not standard SQL, PostgreSQL allows UPDATE WHERE in order to apply subqueries to specific rows they match.
In most cases, one has a unique identifier that you can use (just hand it down from the sub queries).
In your case, depending on your data, you could use the timestamp or the lon/lat/alt itself to do so, as all these should match the same anyway.:
UPDATE info SET geom = sq.geom
FROM (
SELECT lon, lat,alt, ST_Transform(geom,32635) as geom
FROM (
SELECT lon,lat,alt, ST_setsrid(geom_v,4326) as geom
from (
select lon,lat,alt, ST_MakePoint(lon,lat,alt) as geom_v
from (
select latitude as lat, longitude as lon, altitude as alt from info order by gid asc
) as fpp
)as ftt
) as tr
) as sq
WHERE info.lon = sq.lon AND info.lat = sq.lat AND info.alt = sq.alt
However, your entire query is unnecessarily convoluted (extremely so!).
You could (and should) just use this:
UPDATE test SET geom = ST_Transform(ST_SetSRID(ST_MakePoint(lon,lat, alt),4326),32635)
to achieve the same result with a much faster and easier-to-read query.
Best Answer
The error message and specifications are pretty clear:
PolyhedralSurfaceis not in that list, so you'll need to convert it to another geometry type.