No.

Heatsink recommended on AMD 486 DX 40 MHz and Intel/AMD 486 DX2 50 MHz.
Heatsink + fan recommended on Intel 486 DX 50 MHz and Intel/AMD 486 DX2 66 MHz.
3.3 Volt processors may have another imprint.

486 SX and 486 DX up to 33 MHz: nothing required.

But perhaps you may replace your 486 DX 33 with a 486 DX2 66.

Thanks very much Disruptor for solving my question.
so it can't cause any damage to the cpu?

To your 486 DX-33?
As long as you do not overclock it, no.

And please please edit your initial post so that the topic name is no longer in capital letters.