The PSR-E333 doesn't have that sort of detailed "track control," so you'll have to do a bit of "MIDI gymnastics" to do that.
(1) Connect the PSR-E333 to your computer or other device (iPad, etc.).
(2) Go into the Function menu and set PC Mode to Off. This will transmit the keyboard parts (Main, Dual, and Split), the style parts, and the song parts to the computer.
(3) Go into the Function menu and set Local to Off. This will prevent the keyboard from making sounds when you play it.
(4) In your DAW, set up MIDI tracks for each of the MIDI channels being received from the keyboard. These will most likely be channels 1 (Main part), 2 (Dual part), 3 (Split part), and 9 through 16 (the style parts).
(5) If you want a given part to be sounded by the keyboard, have the DAW track for that part send its MIDI output back to the keyboard.
(6) If you want a given part to be sounded by a virtual instrument on your computer, have the DAW track for that part send its MIDI output to that virtual instrument.