Within the framework of the HERM33ES Key Project, using the high resolution and sensitivity of the Herschel photometric data, we study the compact emission in the Local Group spiral galaxy M33 to investigate the nature of the compact SPIRE emission sources. We extracted a catalogue of sources at 250um in order to investigate the nature of this compact emission. Taking advantage of the unprecedented Herschel resolution at these wavelengths, we also focus on a more precise study of some striking Halpha shells in the northern part of the galaxy. We present a catalogue of 159 compact emission sources in M33 identified by SExtractor in the 250um SPIRE band that is the one that provides the best spatial resolution. We also measured fluxes at 24um and Halpha for those 159 extracted sources. The morphological study of the shells also benefits from a multiwavelength approach including Halpha, far-UV from GALEX, and infrared from both Spitzer IRAC 8um and MIPS 24um in order to make comparisons. For the 159 compact sources selected at 250um, we find a very strong Pearson correlation coefficient with the MIPS 24um emission (r24 = 0.94) and a rather strong correlation with the Halpha emission, although with more scatter (rHa = 0.83). The morphological study of the Halpha shells shows a displacement between far-ultraviolet, Halpha, and the SPIRE bands. The cool dust emission from SPIRE clearly delineates the Halpha shell structures. The very strong link between the 250um compact emission and the 24um and Halpha emissions, by recovering the star formation rate from standard recipes for HII regions, allows us to provide star formation rate calibrations based on the 250um compact emission alone. The different locations of the Halpha and far-ultraviolet emissions with respect to the SPIRE cool dust emission leads to a dynamical age of a few Myr for the Halpha shells and the associated cool dust.
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