A diode for each switch. The LEDs require resistors, not diodes. The value of the resistor (in Ohms) depends on the specifications of the LED you choose.
Then if I use 3.3v leds?
LEDs have two leads. Which lead to solder to the resistor then?
(source voltage - LED voltage) divided by LED current = resistor value ... So...
You've used the example of 3.3v LED - that's not enough info. We also need the current rating of the LED but, for this example we'll say 20ma (.020 amps).
Our source (USB) voltage is 5 volts - 5 volts minus 3.3 volts equals 1.7
1.7 divided by LED current (20ma, remember?) 1.7 / .020 equals 85 ohms for the resistor
So we end up with a value of 85 ohms. Now, many times you'll come up with a value which isn't a standard value for a resistor. (You can look up "standard resistor values" yourself.)
Anyway, you need to find a resistor of a value close to our 85 number. A little off one way or another won't hurt. And keep in mind that LEDs today are designed to be bright - as bright as they can get them and often too bright for a keyboard. So, when choosing a resistor go with a little larger value instead of smaller. So a 100 ohm resistor here would be about right.
Resistors are also rated by the amount of power (in Watts) they carry. Just stick with 1/4 watt for this use.
So, you'd shop for a bag of 100 ohm, 1/4 watt resistors. Try one at first and, if it's still too bright, just increase the resistor value. You can go to any larger value with no problem.
Pretty simple, eh?