I also have Nokia 3330 and most of the things are covered in the manual. You can type special codes that will show you, for example, software version, IMEI code, date of production, etc. If you want to do anything else like change/add pictures, ringing tones, update software, and so on, you'll have to buy a data cable for connecting your mobile phone to a PC and download a software. For Nokia, download Nokia Logo Manager.
Also, try this page: **broken link removed**
It has loads of info for every mobile phone available, plus it has schematics for various data cables. The only problem with this is that every manufacturer uses proprietary connectors which are difficult (or even impossible) to get.