You didn't specify HOW you intend to use/record your Yamaha keyboard.
The tutorial offered below describes the method to use the keyboard as a "MIDI keyboard controller". The Yamaha PSR-E333 does have a USB port - most likely a USB type 'B' style jack. So, you would likely need a USB type A-B cord.
If your intent is to record the sounds/voices from the Yamaha keyboard itself, then the connections will be different. To record the AUDIO from the Yamaha keyboard, you would need a patchcord to go from the stereo headphones jack on the Yamaha to the stereo Line-IN jack (blue) on your computer sound card (assuming you have one). If you don't have a Line-IN jack on your computer, it would be best to invest in a USB audio interface.