DOes this chip needs external LDO, when connected to USB.
What should be the USB connection diagram if not?
What are VCC pins for?
No, the device does not require an external LDO for USB operation. You need to just connect the D+ and D- lines of the PSoC to the D+ and D- lines of the USB. Also, if you are going to bus power your system, connect the VDD of the PSoC to the +5V of the USB connector.