If you’re going to use a commandline shell you might wanna consider using something other than windows, if you take a look in windows store there’s an app there named ubuntu… ubuntu is a linux distribution, an operating system, a list of programs ready to be downloaded and installed.
That’s pretty darn close to a linux system (with the difference that … well it probably dosen’t have linux in it, instead running on the windows kernel … I think), you only get a terminal but that’s also the only thing you’d ever want.
To install sqlite in that you would do something like:
$ apt update && apt upgrade && apt install sqlite3
(which is three commands to be run in sequence)
the first one updates the package index, the second one syncs local packages with that package index, the third installs the sqlite3 package
It’d take a while because it’s equivalent to a full system update and a newly installed system might have a couple things to catch up on… but after that you would have sqlite3 ready to be run:
SQLite version 3.31.1 2020-01-27 19:55:54
Enter ".help" for usage hints.
Connected to a transient in-memory database.
Use ".open FILENAME" to reopen on a persistent database.
(it’s basically a virtual machine, separate from your system, hosted by your system. file access goes through the network, there’s some special network directory for that)
The reason you might want to do that is because while you’re using windows you’ll probably end up using a whole lot of workarounds more complicated than the thing you’re trying to do.
And, well, installing things is one command (apt install <package>), there’s no silliness like going to a website and downloading it with your browser and running a graphical installer and so on
But you might also not really have a need for a commandline shell in which case… whatever. But if you do, it should probably be this, not anything inside windows.