How to change the key signature without changing any notes?

If you mean the notes are already correct - where you wanted a Bb, you entered a Bb, and where you wanted a B, you entered a B - and you now want to change the signature in a way that keeps the Bb's and B's exactly as you entered them, then you don't have to do anything special. Just add the new key signature, and your Bb's remains Bb's, your B's remain B's.

If you actually mean, you entered the wrong notes - you entered B's where you mean Bb's, or vice versa - and you want to correct this, then right-click one such note, Select / More / Same note name, then hit the Down arrow to lower the pitch or Up to raise it.

BTW, 3.3.4 is pretty old at this point, best to update to get some new features but more important, hundreds of bug fixes.

Apply the key signature from the palette. MuseScore will not change any notes at all, so it'll respell some of them as necessary to maintain their current pitch.

If you however do wish to change those notes so their written from doesn't change, but their pitch does to adhere to the new key signature then you'll need a bit of manual process as well.
One of the possible methods:
* Right-click a note that needs to be changed, use Select > More to select all notes of the same pitch
* Right-click one of the other notes that need a change in the same direction, again use Select > More but make sure to change the bottom of the dialog to "add to selection" instead of the default "replace selection"
With all relevant notes selected, press the up or down arrow once to alter those pitches to the new key signature.

Another method is to select the affected range and Cmd/Ctrl+Shift+Up followed by Cmd/Ctrl+Shift+Down to transpose that section diatonically twice and make it fit within the key signature.