  We analyse multi-wavelength observations of 32 young star clusters and
associations in M33 with known oxygen abundance (8 < 12 + log(O/H) < 8.7),
using ultraviolet (UV), optical, mid-infrared (MIR), CO (1-0) and 21-cm line
(HI) observations. We derive their spectral energy distribution, and we
determine age, bolometric luminosities, masses and the extinction, by comparing
the multi-band integrated photometry to single-age stellar population models.
The stellar system ages range between 2 and 15 Myr, masses are between 3 x 10^2
and 4 x 10^4 M_sun, and the intrinsic extinction, A_V, varies from 0.3 to 1
mag. We find a correlation between age and extinction, and between the cluster
mass and size. The MIR emission shows the presence of a dust component around
the clusters whose fractional luminosity at 24 um, L_{24}/L_{Bol}, decreases
with the galactocentric distance. However, the total IR luminosity inferred
from L_{24} is smaller than what we derive from the extinction corrections. The
Halpha luminosity predicted by population synthesis models is larger than the
observed one, especially for low-mass systems (M < 10^4 M_sun). Such a
difference is reduced, but not erased, when the incomplete sampling of the
initial mass function (IMF) at the high-mass end is taken into account. Our
results suggest that a non-negligible fraction of UV ionising and non-ionising
radiation is leaking into the ISM outside the HII regions. This would be in
agreement with the large UV and Halpha diffuse fractions observed in M33, but
it implies that stellar systems younger than 3 Myr retain, on average, only 30%
of their Lyman continuum photons. However, the uncertainties on cluster ages
and the stochastic fluctuations of the IMF do not allow to accurately quantify
this issue. We also consider the possibility that this discrepancy is the
consequence of a suppressed or delayed formation of the most massive stars.
