Within the framework of the Herschel M33 extended survey HerM33es and in combination with multi-wavelength data we study the spectral energy distribution (SED) of a set of HII regions in the Local Group galaxy M33 as a function of the morphology. We analyse the emission distribution in regions with different morphologies and present models to infer the H{alpha} emission measure observed for HII regions with well defined morphology. We present a catalogue of 119 HII regions morphologically classified: 9 filled, 47 mixed, 36 shell, and 27 clear shell HII regions. For each object we extracted the photometry at twelve available wavelength bands, covering a wide wavelength range from FUV-1516{AA} (GALEX) to IR-250um (Herschel), and we obtained the SED for each object. We also obtained emission line profiles in vertical and horizontal directions across the regions to study the location of the stellar, ionised gas, and dust components. We constructed a simple geometrical model for the clear shell regions, whose properties allowed us to infer the electron density of these regions.