3.3V vs 5V: can I connect this sensor/module to my board?

There are two separate questions you must answer:

Power voltage: what voltage the module is powered from (VCC)
Logic level: what voltage the signal pins use (DATA, SDA/SCL, TX/RX)

Arduino (classic) vs ESP32 basics

Many Arduinos use 5V logic (Uno, Nano, Mega).
ESP32 uses 3.3V logic.

A 5V signal into an ESP32 GPIO pin can damage it. Always confirm the signal voltage.

When it is usually safe

I2C sensors labeled 3.3V to 5V are often safe because the module includes level shifting or pull-ups designed for both.
Analog sensors can be safe if the output stays within the board's ADC range.

When you need a level shifter

ESP32 reading a 5V UART TX signal (use a divider or level shifter).
ESP32 driving a 5V device that expects 5V logic (often still works, but not guaranteed).

Quick checklist

Share a common ground (GND to GND).
Read the module specs for VCC range and logic level.
If uncertain, assume the ESP32 needs 3.3V-safe signals.

Bottom line

Do not mix 5V signals into ESP32 pins. Treat power and logic as separate. If the module is not explicitly 3.3V-safe, use a level shifter or choose a 3.3V version.