I feel like this is an opportune moment to impart some life advice.
I very much understand the frustration when working with things that are not immediately intuitive or working like you imagine they would, but the elation that comes from solving that is the beauty of learning.
You throw around phrases like "stupid thing" and "the dumb thing" perhaps in an effort to impart some of the source of frustration to "it", but the truth is that it is a "dead thing" and cannot in any way be responsible. It is like calling a hammer "dumb" when it can't tighten a screw.
A further attempt at faux self-deprecation with "like a moron" attempts to hide the severe arrogance of believing that the whole world is dumb and if people only saw it your way everything would be easy. It is evident in the refusal to use capitalization of any sort.
I mean, what use are rules really? amirite?
Well, in computing everything has rules, very very strict rules. The rules are not because it is dumb or cause we are a stuck-up bunch, it is one of the greatest tools to help us find what is wrong in the shortest possible time, it's easy to spot when something is out of rule. In the same way it hurts my eyes when I read your uncapitalized sentences, it immediately hurts a programmer's eyes when seeing code that is not correctly syntaxed, and that "immediate hurting" is what makes us able to spot problems that would otherwise disappear in a sea of letters.
While we are all rebellious against human indoctrination and rules - in machines, having "rules" is a thing of beauty.
Now the downside is that upon meeting said many rules for the first time, as you have, it is a hard path to get the lay of the land and learn them, but I am proposing that if you spend some time and do learn them, you will see the benefit. Google and AI (Siri etc) have lulled people into imagining that machines are not machines and can grok what you mean. While AI might, the base machine cannot, unless you follow its rules to the letter.
In Windows (specifically) an application is compiled into byte-code and stored in an executable file recognized by the ".exe" extension (for "exe"cutable). There are one or two others that can start processes, like .com and .bat but they are not important for this (you may read up on them).
Many programs use libraries which are bunches of coded functions, usually grouped around a common purpose, written by others and aimed to be re-used. These are called dynamically-loaded libraries (since they are "loaded" when run only and not part of the program code at the start) and in Windows these have the extension ".dll" for "D"ynamically "L"oaded "L"ibrary and it is often accompanied by its ".def" ("def"inition) file that tells the world what functions are found inside the library with the same name.
These are rules in Windows, strict ones. A .dll will never execute by itself, for that a .exe is needed. That is how anonymous knew how to help you in the adjacent post.
SQLite is available as downloadable code to add to your own coding project, also as a bunch of functions in such a dynamic library, and also as a stand-alone executable CLI ("C"ommand "L"ine "I"nterface) program, and there are a myriad of downloadable Apps that will work with SQLite databases (using some or other version of the above). I'll suggest [SQLiteSpeed](https://sqlitespeed.com) because I'm involved with it and it's easy to use on Windows, other good ones are [DB Browser for SQLite](https://sqlitebrowser.org/) and recently someone added this one on the forum: [github.com/little-brother/sqlite-gui](https://github.com/little-brother/sqlite-gui).
Learning all this is not mandatory, you are welcome to just ask here, but I do think learning some of it might save you a whole lot of frustration and hatred of the systems.
By the way, kudos for stating the exact operating system - many neophytes neglect that detail which make answering much harder.