Within the framework of the Herschel M 33 extended survey HerM33es we study the Spectral Energy Distribution (SED) of a set of HII regions in M 33 as a function of the 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 extract the photometry at twelve available wavelength bands (from FUV-1516A to IR-250mi) and obtain the SED. We also obtain emission line profiles across the regions to study the location of the stellar, ionised gas, and dust components. We find trends for the SEDs related to the morphology, showing that the star and gas-dust configuration affects the ratios of the emission in different bands. The mixed and filled regions show higher emission at 24mi than the shells and clear shells, which could be due to the proximity of the dust to the stellar clusters in the case of mixed and filled regions. The FIR peak for shells and clear shells seems to be located towards longer wavelengths, indicating that the dust is colder for this type of objects.The logarithmic 100/70mi ratio for filled and mixed regions remains constant over one order of magnitude in Halpha and FUV surface brightness, while the shells and clear shells exhibit a wider range of values of almost two orders of magnitude. We derive dust masses and temperatures fitting the individual SEDs with dust models proposed in the literature. The derived dust mass range is between 10^2-10^4 Msun and the cold dust temperature spans T(cold)~12-27 K. The spherical geometrical model proposed for the Halpha clear shells is confirmed by the emission profile obtained from the observations and is used to infer the electron density within the envelope: the typical electron density is 0.7+-0.3 cm^-3, while filled regions can reach values two to five times higher.
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