Officially, all 486 CPUs up to the DX2-66 are manufacturer approved to NOT need a heatsink. You can of course put one on there, and it may even extend the lifespan of the chip, however silicon really only gets unhappy with the heat at around ~90-100C. This is very hot, so much so that if you were to touch the CPU, you would burn yourself instantly, so if when you touch the CPU and you do not burn yourself instantly, it's likely not hot enough to boil water.
I have seen tons of OEM systems with 486 chips in them that have had no heatsinks nor fans of any sort, and most of them run fine to this day. Personally, a DX-33 is nowhere near powerful enough to warrant a heatsink. You can put one on there, but through official specification, de-facto OEM processes, and my personal experiences, you do not need to do so in order to have it run at a reasonable temperature.