to use sqlite3 in your C++ / C source code you should download
the amalgamation C source file at "https://www.sqlite.org/download.html"
  
then extract the source files in your source folder.
  
Then in your code you include sqlite3 with :
#include "sqlite3.h"

and finaly you compile your program with :
gcc yourSourceFile.cpp sqlite3.c -o yourExeFile.exe