Arduino UNO, using 5V and 3.3V
If a component needs 5V it must be connected to 5V. If it needs 3.3V it must be connected to 3.3V.  Connecting a 3.3V component to a 5V supply is a sure fire way of destroying it.

Furthermore, since the Arduino's main chip is a 5V device, if you want to connect it to a 3.3V device you must use some form of level translation so that the 5V signals from the Arduino don't damage the 3.3V device. Also it may (though not always) be necessary to convert the signals from the 3.3V device to a level that the Arduino can understand (5V).