The Nokia 3310 was designed without official support for data cables, and Nokia itself doesn't sell a data cable for the 3310. However I have seen third parties advertising data cables for 3310, so maybe someone has found an 'unofficial' way to read and write the data inside a 3310, perhaps using an interface intended only for
testing. If you do this, you probably risk invalidating your warranty (but I'm not a lawyer).
This sort of thing might allow you to browse the phone's ringing tones and contacts, etc., but still can't allow you to download new programs into the 3310 because it simply doesn't have any environment for running downloaded programs (e.g. a Java virtual machine).