/lib/modules/4.15.0-33-generic/build is in linux-headers-4.15.0-33-generic 4.15.0-33.36~16.04.1.
This file is owned by root:root, with mode 0o777.
It is a symlink to /usr/src/linux-headers-4.15.0-33-generic
/usr/src/linux-headers-4.15.0-33-generic